Reducing estimation risk in optimal portfolio selection when short sales are allowed
| Year of publication: |
2009
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|---|---|
| Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. ; Yan, Shu |
| Published in: |
Managerial and decision economics : MDE ; the international journal of research and progress in management economics. - Chichester [u.a.] : Wiley, ISSN 0143-6570, ZDB-ID 5822270. - Vol. 30.2009, 5, p. 281-306
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