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Article
Title:
Reducing Estimation Risk in Optimal Portfolio Selection When Short Sales Are Allowed
Authors:
Gordon Alexander
(
U Minnesota
)
Alexandre M. Baptista
(
George Washington U
)
Shu Yan
(
U South Carolina
)
Journal:
Managerial And Decision Economics
Year:
2009
Volume:
30
Pages:
281-305
JEL codes:
G11 - Portfolio Choice; Investment Decisions
G23 - Pension Funds; Other Private Financial Institutions
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