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Portfolio optimization and long-term dependence

Carlos León () and Alejandro Reveiz ()

A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 85-110 from Bank for International Settlements

Date: 2011
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Related works:
Working Paper: Portfolio Optimization and Long-Term Dependence (2010) Downloads
Working Paper: Portfolio Optimization and Long-Term Dependence (2010) Downloads
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