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scientific article; zbMATH DE number 1500696
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scientific article; zbMATH DE number 1500696

    Statements

    publication date
    8 April 2001
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    zbMATH Keywords
    portfolio selection
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    stable returns
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    risk aversion
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    minimum norm problem
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    CAPM
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    author
    Andrea Gamba
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B16
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    91B52
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    zbMATH DE Number
    1500696
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