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The impact of covariance misspecification in risk-based portfolios
David Ardia,Guido Bolliger,Kris Boudt…Volume:
254
Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-017-2474-7
Date:
July, 2017
File:
PDF, 493 KB
english, 2017