Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
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Publication:2857583
DOI10.3982/ECTA9678zbMath1274.91147OpenAlexW3122121999MaRDI QIDQ2857583
Massimo Marinacci, Doriana Ruffino, Fabio Maccheroni
Publication date: 4 November 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta9678
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