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Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection

✍ Scribed by Bernard, C.; Vanduffel, S.

Book ID: 120517052
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 746 KB
Volume: 234
Category: Article
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2013.06.023

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