"Optimal Impact Portfolios with General Dependence and Marginals."

Andrew W. Lo et al. (2024)

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DOI: 10.1287/OPRE.2023.0400

access: closed

type: Journal Article

metadata version: 2024-10-22

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Andrew W. Lo, Lan Wu, Ruixun Zhang, Chaoyi Zhao:
Optimal Impact Portfolios with General Dependence and Marginals. Oper. Res. 72(5): 1775-1789 (2024)

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