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"Systemic Risk-Driven Portfolio Selection."

Agostino Capponi, Alexey Rubtsov (2022)

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DOI: 10.1287/OPRE.2021.2234

access: closed

type: Journal Article

metadata version: 2022-08-08

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Agostino Capponi, Alexey Rubtsov:
Systemic Risk-Driven Portfolio Selection. Oper. Res. 70(3): 1598-1612 (2022)

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