Multi-horizon Markowitz portfolio performance appraisals: A general approach
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- K. Kerstens, 2006. "Multi-Horizon Markowitz Porfolio Performance Appraisals : A General approach," Post-Print hal-00288784, HAL.
- W. Briec & K. Kerstens, 2009. "Multi-horizon markowitz portfolio performance appraisals : a general approach," Post-Print hal-00288174, HAL.
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KeywordsPortfolio selection Mathematical programming;
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