Geometric insights into robust portfolio construction

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dalmeyer, Lara, Gebbie, Tim
Format:	Preprint
Published:	2021
Subjects:	Portfolio Management Optimization and Control General Finance 91G10 (Primary) 62P05, 90C20 (Secondary) G.1.6
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2107.06194