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Biblio
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Charles-Olivier Amédée-Manesme
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2019
Mixed-asset portfolio allocation under mean-reverting asset returns
Journal article
Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand and Jean-Luc Prigent
,
Annals of Operations Research
, Volume 281, Issue 1-2, pp. 65-98,
2019
