Some new results on value ranges of risks for mean-variance portfolio models
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Publication:2446404
DOI10.1016/j.ins.2013.01.015zbMath1284.91516OpenAlexW2050144362MaRDI QIDQ2446404
Publication date: 16 April 2014
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2013.01.015
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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