Doriana Ruffino

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Alpha as ambiguity: robust mean-variance portfolio analysis
Econometrica
2013-11-04Paper
Derman and Taleb's ‘The illusions of dynamic replication’: a comment
Quantitative Finance
2007-05-09Paper


Research outcomes over time


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