"The efficient frontiers of mean-variance portfolio rules under ..."

Andrew Paskaramoorthy, Tim Gebbie, Terence L. van Zyl (2021)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2021-12-10

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  - conf/fusion/PaskaramoorthyG21
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Andrew Paskaramoorthy, Tim Gebbie, Terence L. van Zyl:
The efficient frontiers of mean-variance portfolio rules under distribution misspecification. FUSION 2021: 1-8

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