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Latest revision as of 07:02, 7 July 2024

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Extension of the random matrix theory to the L-moments for robust portfolio selection
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    Extension of the random matrix theory to the L-moments for robust portfolio selection (English)
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    23 January 2014
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    asset allocation
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    correlation structures
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    econophysics
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    empirical finance
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    multi-factor models
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    portfolio allocation
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    portfolio analysis
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    portfolio constraints
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