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Ph. D. Thesis information

Optimal portfolio strategies of cointegrated assets

Tao Tang

Supervised by I. Figuerola-Ferretti Garrigues, P.J. Serrano Jimenez

Universidad Carlos III de Madrid. Madrid (Spain)

July 4th, 2017



Citation:
T. Tang (2017), Optimal portfolio strategies of cointegrated assets. Universidad Carlos III de Madrid. Madrid (Spain).


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