"Performance of Portfolios Optimized with Estimation Error."

Andrew F. Siegel, Artemiza Woodgate (2007)

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DOI: 10.1287/MNSC.1060.0664

access: closed

type: Journal Article

metadata version: 2020-06-30

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Andrew F. Siegel, Artemiza Woodgate:
Performance of Portfolios Optimized with Estimation Error. Manag. Sci. 53(6): 1005-1015 (2007)

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