Robustifying Markowitz
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Publication:6150519
DOI10.1016/j.jeconom.2022.12.006arXiv2212.13996OpenAlexW4319080042MaRDI QIDQ6150519
Wolfgang Karl Härdle, Nikita Zhivotovskiy, Alla Petukhina, Yegor Klochkov
Publication date: 6 March 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2212.13996
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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