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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~isPartOf:"Revista de métodos cuantitativos para la economía y la empresa"
~isPartOf:"SERIEs : Journal of the Spanish Economic Association"
~person:"Broby, Daniel"
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Revista de métodos cuantitativos para la economía y la empresa
SERIEs : Journal of the Spanish Economic Association
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An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
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