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Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
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ENCYCLOPEDIA OF STATISTICS IN BEHAVIORAL SCIENCE, pp. 1764-1768, Brian S. Everitt & David C. Howell, eds., Chichester, U.K.: John Wiley & Sons, Ltd, 2005
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A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
Huber, Philippe
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contributor
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Scaillet, Olivier
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2005
Persistent link: https://www.econbiz.de/10003287290
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Robust mean-variance portfolio selection
Perret-Gentil, Cédric
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2005
Persistent link: https://www.econbiz.de/10003072314
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