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A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms

Management Sciences, 2009
Victor DeMiguel   +3 more
semanticscholar   +1 more source

Global Portfolio Optimization

, 1992
F. Black, Robert B. Litterman
semanticscholar   +1 more source

Portfolio Optimization

2011
Manfred Gilli   +2 more
openaire   +1 more source

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