Covariance Matrix Analysis for Optimal Portfolio Selection

Fuente: arXiv

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Bibliographic Details
Main Author:	Keith, Lim Hao Shen
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Mathematical Finance G.1.2; G.1.3; G.1.6; G.1.10; G.4
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.08748