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Portfolio construction by mitigating error amplification : the bounded-noise portfolio
Zhao, Long
;
Chakrabarti, Deepayan
;
Muthuraman, Kumar
- In:
Operations research
67
(
2019
)
4
,
pp. 965-983
Persistent link: https://www.econbiz.de/10012062850
Saved in:
2
Combining the virtues of stochastic frontier and data envelopment analysis
Parmeter, Christopher F.
;
Zelenyuk, Valentin
- In:
Operations research
67
(
2019
)
6
,
pp. 1628-1658
Persistent link: https://www.econbiz.de/10012146920
Saved in:
3
Percentage and relative error measures in forecast evaluation
Jose, Victor Richmond R.
- In:
Operations research
65
(
2017
)
1
,
pp. 200-211
Persistent link: https://www.econbiz.de/10011648939
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