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Identifying household finance heterogeneity via deep clustering.

, , and . Ann. Oper. Res., 325 (2): 1255-1289 (June 2023)

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Portfolio selection with uncertain exit time: A robust CVaR approach, , , and . Journal of Economic Dynamics and Control, 32 (2): 594--623 (February 2008)Foundations of financial markets and institutions, , and . Prentice Hall, Upper Saddle River, N.J. u.a., 2. ed edition, (1998)Market implied volatilities for defaultable bonds., , and . Ann. Oper. Res., 275 (2): 669-683 (2019)Mortgage-backed securities, , and . Wiley, Hoboken, NJ, (2007)Identifying household finance heterogeneity via deep clustering., , and . Ann. Oper. Res., 325 (2): 1255-1289 (June 2023)Bond portfolio management. Frank J. Fabozzi Assoc., New Hope, Pa., 2. ed edition, (2001)Fixed income mathematics. McGraw-Hill, New York u.a., 4. ed. edition, (2006)Bayesian Methods in Finance, , , and . Wiley, (2008)Sparse factor model based on trend filtering., , and . Ann. Oper. Res., 306 (1): 321-342 (2021)A New Set of Financial Instruments., , , and . Frontiers Appl. Math. Stat., (2020)