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57. Entangled risks in incomplete FX markets

58. Parameter-free robust optimization for the maximum-Sharpe portfolio problem

66. Term Structure Dimension

67. Simulation Framework

68. Large Homogeneous Cell Approximation for Factor Copula Models

74. Asset Pricing Models

84. Quantum-like Viewpoint on the Complexity and Randomness of the Financial Market

90. Value–at–Risk Models

99. Realized semibetas

100. The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha

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