Optimal equity portfolio construction : the efficiency of mean-variance optimization with in-depth covariance matrix estimation and portfolio rebalancing

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Autoria(s): Hämäläinen, Joonas

Data(s)	25/09/2015 25/09/2015 2011
Identificador	1512610 http://www.doria.fi/handle/10024/114045 URN:NBN:fi-fe2015091812724
Idioma(s)	en