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Enhancing CVaR portfolio optimisation performance with GAM factor models

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Lauria, Davide, Lindquist, W. Brent, Rachev, Svetlozar T.
Format:	Preprint
Publié:	2023
Sujets:	Portfolio Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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