Kendall Correlation Coefficients for Portfolio Optimization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Espana, Tomas, Coz, Victor Le, Smerlak, Matteo
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Statistical Mechanics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.17366