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Journal: Processes, 2023
Volume: 11
Number: 532

Article: Trading Portfolio Strategy Optimization via Mean-Variance Model Considering Multiple Energy Derivatives
Authors: by Shaoshan Xu, Jun Shen, Haochen Hua, Fangshu Li, Kun Yu, Zhenxing Li, Xinqiang Gao and Xueqiang Dong
Link: https://www.mdpi.com/2227-9717/11/2/532

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