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Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model. (2024). Wu, Mu-En ; Yang, Dong-Yuh ; Sun, You-Jia ; Chen, Bo-Jen ; Dai, Tian-Shyr.
In: Computational Economics.
RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10555-y.

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