The Impact of Covariance Misspecification in Risk-Based...

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The Impact of Covariance Misspecification in Risk-Based Portfolios

Ardia, David, Bolliger, Guido, Boudt, Kris, Gagnon, Jean-Philippe
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2650644
File:
PDF, 287 KB
english, 2015
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