"Asymptotic analysis and consistent estimation of high-dimensional ..."

Francisco Rubio, Xavier Mestre, Daniel Pérez Palomar (2011)

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DOI: 10.1109/CAMSAP.2011.6135998

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Francisco Rubio, Xavier Mestre, Daniel Pérez Palomar:
Asymptotic analysis and consistent estimation of high-dimensional Markowitz portfolios. CAMSAP 2011: 25-28

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