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A Characterization of the SSD-efficient frontier of portfolio weights by means of a set of mixed-integer linear constraints
Stockholm University, Faculty of Social Sciences, Stockholm Business School. UiT - The Arctic University of Norway.ORCID iD: 0000-0002-1097-3784
(English)In: Management science, ISSN 0025-1909, E-ISSN 1526-5501Article in journal (Refereed) Accepted
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Economics and Business
URN: urn:nbn:se:su:diva-121003OAI: diva2:855532
Available from: 2015-09-21 Created: 2015-09-21 Last updated: 2015-09-26

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Longarela, Iñaki R.
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