Multi-Horizon Markowitz Porfolio Performance Appraisals: A General approach

Kristiaan Kerstens

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Date: 2006-06-22
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Published in 23rd International Symposium on Banking and Monetary Economics, Jun 2006, Lille, France

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Journal Article: Multi-horizon Markowitz portfolio performance appraisals: A general approach (2009)
Working Paper: Multi-horizon markowitz portfolio performance appraisals: a general approach (2009)
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