Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
| Year of publication: |
2007
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|---|---|
| Authors: | Hirschberger, Markus ; Qi, Yue ; Steuer, Ralph E. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 177.2007, 3, p. 1610-1625
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