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Keywords: Global minimum variance portfolio
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2021) 47 (10): 1448–1464.
Published: 04 May 2021
... re-use rights only India Hurst exponent Equal risk contribution Most diversified portfolio Global minimum variance portfolio Traditional academic literature on financial asset returns assumes normality (lognormal, student's t distribution, etc.) and serial independence. The long...
