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Aït-Sahalia, Yacine

  1. Portfolio Choice in Markets with Contagion
    2012/10/04 by Yacine Aı̈t-Sahalia, Aït-Sahalia, Yacine, T. R. Hurd +1 · 1 citation
    Economics, Econometrics and Finance · #91G10 #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Portfolio Management (q-fin.PM) #Stochastic processes and financial applications