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An Entropic Factor Model for Robust Portfolio Replication

Arratia, Argimiro et al.
arXiv (All) · Papers · License: Open Access
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90c25computationalfinanceoptimizationandcontrolportfoliomanagement
portfolio management, optimization and control, computational finance, 91g10, 90c25, 90c47, 62j05, 62h25, 68t20
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