"Mean-Variance Portfolio Selection in Contagious Markets."

Yang Shen, Bin Zou (2022)

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DOI: 10.1137/20M1320560

access: closed

type: Journal Article

metadata version: 2025-09-22

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Yang Shen, Bin Zou:
Mean-Variance Portfolio Selection in Contagious Markets. SIAM J. Financial Math. 13(2): 391-425 (2022)

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