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scientific article; zbMATH DE number 5226520
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scientific article; zbMATH DE number 5226520

    Statements

    author
    Chun-Fu Jiang
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    Yonglong Dai
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    publication date
    14 January 2008
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    zbMATH Keywords
    singular covariance matrix
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    efficient portfolio
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    no-arbitrage analysis
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    Identifiers

    zbMATH DE Number
    5226520
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