"Mixed-asset portfolio allocation under mean-reverting asset returns."

Charles-Olivier Amédée-Manesme et al. (2019)

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DOI: 10.1007/S10479-018-2761-Y

access: closed

type: Journal Article

metadata version: 2022-12-07

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  - https://dblp.org/rec/journals/anor/Amedee-ManesmeB19
Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand, Jean-Luc Prigent:
Mixed-asset portfolio allocation under mean-reverting asset returns. Ann. Oper. Res. 281(1-2): 65-98 (2019)

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