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"Optimal investment strategies with a minimum performance constraint."
Emilio Barucci, Daniele Marazzina, Elisa Mastrogiacomo (2021)
- Emilio Barucci, Daniele Marazzina
, Elisa Mastrogiacomo:
Optimal investment strategies with a minimum performance constraint. Ann. Oper. Res. 299(1): 215-239 (2021)

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