Diversification and the Optimal Construction of Basis...

Diversification and the Optimal Construction of Basis Portfolios

Lehmann, Bruce N., Modest, David M.
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Volume:
51
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1040.0316
Date:
April, 2005
File:
PDF, 285 KB
english, 2005
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