Self-Averaging Property of Minimal Investment Risk of Mean-Variance Model
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DOI: 10.1371/journal.pone.0133846
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References listed on IDEAS
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Cited by:
- Aekkachai NITTAYAGASETWAT & Jiroj BURANASIRI, 2016. "Performance Comparison Between Real Estate Securities and Real Estate Investment Using Stochastic Dominance and Mean-Variance Analysis," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 3(1), pages 208-219, October.
- Takashi Shinzato, 2017. "Property Safety Stock Policy for Correlated Commodities Based on Probability Inequality," Papers 1701.02245, arXiv.org.
- Takashi Shinzato & Muneki Yasuda, 2015. "Belief Propagation Algorithm for Portfolio Optimization Problems," PLOS ONE, Public Library of Science, vol. 10(8), pages 1-10, August.
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