The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
| Year of publication: |
1993
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|---|---|
| Authors: | Chopra, Vijay K. ; Ziemba, William T. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 19.1993, 2, p. 6-12
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