Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio
10.1287/opre.2019.1858
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
INFORMS
2023
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| Subjects: | |
| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/243143 |
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| Institution: | National University of Singapore |
| Language: | English |