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Upper risk bounds in internal factor models with constrained specification sets
1. Department of Quantitative Finance, Albert-Ludwigs University of Freiburg, Platz der Alten Synagoge 1, KG II, 79098 Freiburg i. Br., Germany |
2. Department of Mathematical Stochastics, Albert-Ludwigs University of Freiburg, Ernst-Zermelo-Straße 1, 79104 Freiburg, Germany |
References:
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