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Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 43862 | 66284
Number of items: 2.

43862

Bai, Zhidong and Li, Hua and Wong, Wing-Keung (2013): The best estimation for high-dimensional Markowitz mean-variance optimization.

66284

Li, Hua and Bai, Zhi Dong and Wong, Wing Keung (2015): High dimensional Global Minimum Variance Portfolio.

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