Reconciling mean-variance portfolio theory with non-Gaussian returns
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Publication:2242280
DOI10.1016/j.ejor.2021.06.016zbMath1487.91121OpenAlexW3168965800MaRDI QIDQ2242280
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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Cites Work
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