Biblio

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Filtres: Auteur est Charles-Olivier Amédée-Manesme  [Clear All Filters]
2019
Mixed-asset portfolio allocation under mean-reverting asset returnsJournal articleCharles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand et Jean-Luc Prigent, Annals of Operations Research, Volume 281, Issue 1-2, pp. 65-98, 2019