Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio
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Publication:5129173
DOI10.1287/opre.2019.1858zbMath1455.91242OpenAlexW2737874613MaRDI QIDQ5129173
Kumar Muthuraman, Long Zhao, Deepayan Chakrabarti
Publication date: 26 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2019.1858
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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