Charles-Olivier Amédée-Manesme, Fabrice Barthélémy, Philippe Bertrand, Jean-Luc Prigent. Mixed-asset portfolio allocation under mean-reverting asset returns. Annals OR, 281(1-2):65-98, 2019. [doi]
@article{Amedee-ManesmeB19,
title = {Mixed-asset portfolio allocation under mean-reverting asset returns},
author = {Charles-Olivier Amédée-Manesme and Fabrice Barthélémy and Philippe Bertrand and Jean-Luc Prigent},
year = {2019},
doi = {10.1007/s10479-018-2761-y},
url = {https://doi.org/10.1007/s10479-018-2761-y},
researchr = {https://researchr.org/publication/Amedee-ManesmeB19},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {281},
number = {1-2},
pages = {65-98},
}