PORTFOLIO MANAGEMENT - Optimal Portfolios in Good Times and Bad - Multivariate outliers can be used to structure portfolios that can weather turbulent markets
Year of publication: |
1999
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Authors: | Chow, George ; Jacquier, Eric ; Kritzman, Mark ; Lowry, Kenneth |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 55.1999, 3, p. 65-73
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