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"Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency ..."

Tim Leung, Yang Zhou (2021)

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DOI: 10.23919/ACC50511.2021.9483199

access: closed

type: Conference or Workshop Paper

metadata version: 2022-06-23

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  dblp key:
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Tim Leung, Yang Zhou:
Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model. ACC 2021: 1168-1173

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