CREATES

Consistent and Efficient Dynamic Portfolio Replication with Many Factors

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

Original languageEnglish
JournalThe Journal of Portfolio Management
Volume46
Issue2
Pages (from-to)79-91
Number of pages13
ISSN0095-4918
DOIs
Publication statusPublished - 2020
Externally publishedYes

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