Mixed-asset portfolio allocation under mean-reverting asset returns
Crossref DOI link: https://doi.org/10.1007/s10479-018-2761-y
Published Online: 2018-01-30
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Amédée-Manesme, Charles-Olivier
Barthélémy, Fabrice
Bertrand, Philippe
Prigent, Jean-Luc
Text and Data Mining valid from 2018-01-30
Article History
First Online: 30 January 2018