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Covariance Matrix Analysis for Optimal Portfolio Selection

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Keith, Lim Hao Shen
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Portfolio Management Mathematical Finance G.1.2; G.1.3; G.1.6; G.1.10; G.4
Accesso online:	Acceder al recurso
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