Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization
2004 ◽
Vol 343
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pp. 623-634
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Keyword(s):
1999 ◽
Vol 55
(3)
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pp. 101-102
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Keyword(s):
1989 ◽
Keyword(s):
Keyword(s):
2006 ◽
Vol 10
(2)
◽
pp. 53-96
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