Multiportfolio Optimization: A Natural Next Step

  • Savelsbergh M
  • Stubbs R
  • Vandenbussche D
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Savelsbergh, M. W. P., Stubbs, R. A., & Vandenbussche, D. (2010). Multiportfolio Optimization: A Natural Next Step. In Handbook of Portfolio Construction (pp. 565–581). Springer US. https://doi.org/10.1007/978-0-387-77439-8_21

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