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Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors - MaRDI portal

Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors

From MaRDI portal
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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