Massaging Mean-variance Inputs: Returns from Alternative Global Investment Strategies in the 1980s
Year of publication: |
1993
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Authors: | Chopra, Vijay K. ; Hensel, Chris R. ; Turner, Andrew L. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 39.1993, 7, p. 845-855
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