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Divergent estimation error in portfolio optimization and in linear regression

✍ Scribed by I. Kondor; I. Varga-Haszonits

Book ID: 111622493
Publisher: Springer
Year: 2008
Tongue: English
Weight: 157 KB
Volume: 64
Category: Article
ISSN: 1434-6036
DOI: 10.1140/epjb/e2008-00060-x

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