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10th International Conference on Stochastic Methods
June 3, 2025
16:45
, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
Modelling the turnover of portfolio of hedge fund alphas via covariance matrix of their returns
I. N. Shnurnikov
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Steklov Math. Inst. of RAS
, 2025