Markowitz Portfolio Construction at Seventy

Fuente: arXiv

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Bibliographic Details
Main Authors:	Boyd, Stephen, Johansson, Kasper, Kahn, Ronald, Schiele, Philipp, Schmelzer, Thomas
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.05080