"Orthant-based variance decomposition in investment portfolios."

Javier Giner (2021)

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DOI: 10.1016/J.EJOR.2019.11.028

access: closed

type: Journal Article

metadata version: 2021-07-25

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Javier Giner:
Orthant-based variance decomposition in investment portfolios. Eur. J. Oper. Res. 291(2): 497-511 (2021)

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