"Theoretical and empirical estimates of mean-variance portfolio sensitivity."

Andrzej Palczewski, Jan Palczewski (2014)

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DOI: 10.1016/J.EJOR.2013.04.018

access: closed

type: Journal Article

metadata version: 2020-02-21

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Andrzej Palczewski, Jan Palczewski:
Theoretical and empirical estimates of mean-variance portfolio sensitivity. Eur. J. Oper. Res. 234(2): 402-410 (2014)

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