Simple Criteria for Optimal Portfolio Selection
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 31 (1976)
Issue (Month): 5 (December)
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- Bai, Zhidong & Li, Hua & Wong, Wing-Keung, 2013. "The best estimation for high-dimensional Markowitz mean-variance optimization," MPRA Paper 43862, University Library of Munich, Germany.
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