Single-period mean–variance analysis in a changing world

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Markowitz, H. M., & Van Dijk, E. L. (2011). Single-period mean–variance analysis in a changing world. In International Series in Operations Research and Management Science (Vol. 150, pp. 213–237). Springer New York LLC. https://doi.org/10.1007/978-1-4419-1642-6_10

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