Estimation of optimal portfolio compositions for Gaussian returns
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Publication:3627403
DOI10.1524/stnd.2008.0918zbMath1159.62327OpenAlexW2027174002MaRDI QIDQ3627403
Publication date: 12 May 2009
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.2008.0918
parameter uncertaintyportfolio analysisasset allocationmean-variance portfolioportfolio characteristics
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