Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (Q5129173)

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scientific article; zbMATH DE number 7265990
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Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio
scientific article; zbMATH DE number 7265990

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    Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio (English)
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    26 October 2020
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    portfolio choice
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    estimation error
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