"On the Realized Risk of High-Dimensional Markowitz Portfolios."

Noureddine El Karoui (2013)

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DOI: 10.1137/090774926

access: closed

type: Journal Article

metadata version: 2017-05-17

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Noureddine El Karoui:
On the Realized Risk of High-Dimensional Markowitz Portfolios. SIAM J. Financial Math. 4(1): 737-783 (2013)

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