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Robust Mean-Variance Portfolio...
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Rationalizing trading frequency and returns
Bonaparte, Yosef
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Cooper, Russell W.
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2010
Persistent link: https://www.econbiz.de/10003974947
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Durable consumption and asset management with transaction and observation costs
Alvarez, Fernando
;
Guiso, Luigi
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Lippi, Francesco
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2010
Persistent link: https://www.econbiz.de/10003960118
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