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A mean-maverick game cross-efficiency approach to portfolio selection: An application to Paris stock exchange

Hédi Essid (), Janet Ganouati and Stéphane Vigeant ()
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Janet Ganouati: LEM - Lille économie management - UMR 9221 - UA - Université d'Artois - UCL - Université catholique de Lille - Université de Lille - CNRS - Centre National de la Recherche Scientifique

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Date: 2018-12
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Published in Expert Systems with Applications, 2018, 113, pp.161 - 185. ⟨10.1016/j.eswa.2018.06.040⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01916529

DOI: 10.1016/j.eswa.2018.06.040

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