Optimization of large portfolio allocation for new-energy stocks: Evidence from China
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DOI: 10.1016/j.energy.2023.129456
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Cited by:
- Liu, Yong-Jun & Yang, Guo-Sen & Zhang, Wei-Guo, 2024. "A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization," Omega, Elsevier, vol. 126(C).
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Keywords
New-energy stocks; Mean–variance portfolio; Large portfolio allocation; Covariance matrix;All these keywords.
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