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~isPartOf:"IHS economics series : working paper"
~isPartOf:"Journal of financial econometrics"
~person:"De Nard, Gianluca"
~subject:"Multivariate Analyse"
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Multivariate Analyse
Analysis of variance
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Markowitz portfolio selection
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blockbuster
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IHS economics series : working paper
Journal of financial econometrics
Working paper series / University of Zurich, Department of Economics
4
Journal of banking & finance
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Journal of empirical finance
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Factor models for portfolio selection in large dimensions : the good, the better and the ugly
De Nard, Gianluca
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 236-257
Persistent link: https://www.econbiz.de/10012620051
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