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"Multiperiod consumption and portfolio decisions under the multivariate ..."

Zhiping Chen (2005)

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DOI: 10.1007/S00291-005-0195-9

access: closed

type: Journal Article

metadata version: 2020-03-06

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Zhiping Chen:
Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control. OR Spectr. 27(4): 603-632 (2005)

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