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The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Yesim
Tokat
and Svetlozar T.
Rachev
and Eduardo S.
Schwartz
Journal of Economic Dynamics and Control
27
937--969 (2003)
to
Dynamic
optimization
portfolio
by
smicha
on 2008-04-22 15:17:45
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