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person:"Elton, Edwin J."
subject:"Portfolio-Management"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Wong, Wing Keung"
~subject:"Kapitalanlage"
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Elton, Edwin J.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory
Bai, Zhidong
;
Liu, Huixia
;
Wong, Wing Keung
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 639-667
Persistent link: https://www.econbiz.de/10003937548
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