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~accessRights:"free"
~isPartOf:"Working paper"
~language:"eng"
~person:"Mazur, Stepan"
~person:"Nilsson, Birger"
~subject:"Portfolio-Management"
~type:"book"
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Portfolio-Management
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Mazur, Stepan
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Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
-
2021
Persistent link: https://www.econbiz.de/10012605415
Saved in:
2
Tangency portfolio weights under a skew-normal model in small and large dimensions
Javed, Farrukh
;
Mazur, Stepan
;
Thorsén, Erik
-
2021
Persistent link: https://www.econbiz.de/10012605420
Saved in:
3
Does commonality in illiquidity matter to investors?
Anderson, Richard G.
;
Binner, Jane M.
;
Hagströmer, Björn
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2013
Persistent link: https://www.econbiz.de/10009768051
Saved in:
4
Dynamics in systematic liquidity
Hagströmer, Björn
;
Anderson, Richard G.
;
Binner, Jane M.
-
2009
Persistent link: https://www.econbiz.de/10003844567
Saved in:
5
Mean-variance vs. full-scale optimization : broad evidence for the UK
Hagströmer, Björn
;
Anderson, Richard G.
;
Binner, Jane M.
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003740612
Saved in:
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