Risk minimization in multi-factor portfolios: What is the...

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Risk minimization in multi-factor portfolios: What is the best strategy?

Kremer, Philipp J., Talmaciu, Andreea, Paterlini, Sandra
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Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-017-2467-6
Date:
April, 2017
File:
PDF, 823 KB
english, 2017
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