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Portfolio constraints : an empirical analysis
Abate, Guido
;
Bonafini, Tommaso
;
Ferrari, Pierpaolo
- In:
International Journal of Financial Studies : open …
10
(
2022
)
1
,
pp. 1-20
Mean-variance
optimization
often leads to unreasonable asset allocations. This problem has forced scholars and …
Persistent link: https://www.econbiz.de/10012804902
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