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Kendall Correlation Coefficients for Portfolio Optimization

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Espana, Tomas, Coz, Victor Le, Smerlak, Matteo
Format:	Preprint
Publié:	2024
Sujets:	Statistical Finance Statistical Mechanics
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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