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"Mean-variance portfolio selection with correlation risk."

Mei Choi Chiu, Hoi Ying Wong (2014)

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DOI: 10.1016/J.CAM.2013.12.050

access: open

type: Journal Article

metadata version: 2021-02-16

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Mei Choi Chiu, Hoi Ying Wong:
Mean-variance portfolio selection with correlation risk. J. Comput. Appl. Math. 263: 432-444 (2014)

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