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Allen X. Zhang · Study

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Allen X. Zhang

1 works· latest 2012· 1 institutionscluster: provisional

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i101

Citations42

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Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications2012 · 42 citations

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Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications

Review of Financial Studies·2012·2 authors

42citations