%0 Journal Article %1 journals/anor/Amedee-ManesmeB19 %A Amédée-Manesme, Charles-Olivier %A Barthélémy, Fabrice %A Bertrand, Philippe %A Prigent, Jean-Luc %D 2019 %J Ann. Oper. Res. %K dblp %N 1-2 %P 65-98 %T Mixed-asset portfolio allocation under mean-reverting asset returns. %U http://dblp.uni-trier.de/db/journals/anor/anor281.html#Amedee-ManesmeB19 %V 281

@article{journals/anor/Amedee-ManesmeB19, added-at = {2022-12-07T00:00:00.000+0100}, author = {Amédée-Manesme, Charles-Olivier and Barthélémy, Fabrice and Bertrand, Philippe and Prigent, Jean-Luc}, biburl = {https://www.bibsonomy.org/bibtex/20e4a001bbebdf45a0e256f99b257e14e/dblp}, ee = {https://doi.org/10.1007/s10479-018-2761-y}, interhash = {f2bc62ba242db7b4d61baa997a65e547}, intrahash = {0e4a001bbebdf45a0e256f99b257e14e}, journal = {Ann. Oper. Res.}, keywords = {dblp}, number = {1-2}, pages = {65-98}, timestamp = {2024-04-08T10:57:21.000+0200}, title = {Mixed-asset portfolio allocation under mean-reverting asset returns.}, url = {http://dblp.uni-trier.de/db/journals/anor/anor281.html#Amedee-ManesmeB19}, volume = 281, year = 2019 }