Determination the Parameters of Markowitz Portfolio Optimization Model
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- Bertille Antoine, 2010. "Portfolio Selection with Estimation Risk: A Test-Based Approach," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(1), pages 164-197, 2012 10 1.
- repec:oup:jfinec:v:10:y:2012:i:1:p:164-197 is not listed on IDEAS
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