"Classical mean-variance model revisited: pseudo efficiency."

Xiangyu Cui, Duan Li, Jiaan Yan (2015)

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DOI: 10.1057/JORS.2014.109

access: closed

type: Journal Article

metadata version: 2020-06-08

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Xiangyu Cui, Duan Li, Jiaan Yan:
Classical mean-variance model revisited: pseudo efficiency. J. Oper. Res. Soc. 66(10): 1646-1655 (2015)

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