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Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
Leung, Pui Lam, (2004)
International Diversification <i>Versus</i> Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches
Abid, Fathi, (2014)
Estimating the city-block two-dimensional scaling model with simulated annealing