Biases in Variance of Decomposed Portfolio Returns

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Biases in Variance of Decomposed Portfolio Returns

Alexeev, Vitali mname, Ignatieva, Katja mname
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3099335
File:
PDF, 1.14 MB
english, 2017
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