Markowitz's Portfolio Selection Modified by Time- Varying Conditional Parameters
Macromodels 2003 2004
Konstantins Kozlovskis, Vladimirs Jansons

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Keywords
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Kozlovskis, K., Jansons, V. Markowitz's Portfolio Selection Modified by Time- Varying Conditional Parameters. In: Macromodels 2003. Lodz: University of Lodz, 2004, pp.63-72. ISBN 83-7171-801-2.

Publication language
English (en)
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