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Classical decomposition of Markowitz portfolio selection

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Authors and Corporations: Demone, Christopher (Author), Di Matteo, Olivia (Author), Collignon, Barbara (Author)
Other Authors: Di Matteo, Olivia [Author] • Collignon, Barbara [Author]
Edition: Last updated: June 4, 2020
Type of Resource: E-Book
Language: English
published:
[Ottawa] Bank of Canada [2020]
Series: Bank of Canada: Staff working paper ; 2020, 21
Source: Verbunddaten SWB
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