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"Mean-variance optimal portfolios in the presence of a benchmark with ..."

Carole Bernard, Steven Vanduffel (2014)

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DOI: 10.1016/J.EJOR.2013.06.023

access: closed

type: Journal Article

metadata version: 2022-04-09

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Carole Bernard, Steven Vanduffel:
Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection. Eur. J. Oper. Res. 234(2): 469-480 (2014)

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