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Keywords: reverse optimization
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Journal Articles
(Im)Possible Frontiers: A Comment
Available to Purchase
Journal:
Critical Finance Review
Critical Finance Review (2015) 4 (1): 139–148.
Published: 29 June 2015
... and Richard Roll 2015 Critical Finance Review and Moshe Levy and Richard Roll Licensed re-use rights only Mean-variance analysis CAPM portfolio optimization short selling reverse optimization G11 G12 One of the central implications of the Capital Asset Pricing Model (CAPM...
