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Tangency portfolio weights under a skew-normal model in small and large dimensions
Javed, Farrukh
;
Mazur, Stepan
;
Thorsén, Erik
- In:
Journal of the Operational Research Society
75
(
2024
)
7
,
pp. 1395-1406
Persistent link: https://www.econbiz.de/10014555921
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