Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors
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Publication:121187
DOI10.2139/SSRN.2276632MaRDI QIDQ121187
Romain Deguest, Alberto Santangelo, Attilio Meucci
Publication date: 2013
Published in: SSRN Electronic Journal (Search for Journal in Brave)
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