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Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Wuebben, Bernd Johannes
Formato:	Preprint
Publicado:	2026
Materias:	Portfolio Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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