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Munich Personal RePEc Archive

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Number of items: 2.

10 January 2013

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

26 August 2015

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

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