Reconciling mean-variance portfolio theory with non-Gaussian returns

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Publication:2242280

DOI10.1016/j.ejor.2021.06.016zbMath1487.91121OpenAlexW3168965800MaRDI QIDQ2242280

Nathan Lassance

Publication date: 9 November 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.06.016




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