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New smart beta index using the Rachev ratio under a non-normal return distribution
Yamamoto, Rei
;
Kawadai, Naoya
- In:
International journal of portfolio analysis and …
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2021
)
3
,
pp. 238-248
Persistent link: https://www.econbiz.de/10012595952
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Portfolio optimization under transfer coefficient constraint
Yamamoto, Rei
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Ishibashi, Takuya
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Konno, Hiroshi
- In:
The journal of asset management
13
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2012
)
1
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pp. 51-57
Persistent link: https://www.econbiz.de/10009550634
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