THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS

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Title: THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS
Author(s): Gandy, A
Veraart, LAM
Item Type: Journal Article
Publication Date: 3-Feb-2012
URI: http://hdl.handle.net/10044/1/18653
DOI: http://dx.doi.org/10.1111/j.1467-9965.2011.00505.x
ISSN: 0960-1627
Publisher: WILEY-BLACKWELL
Start Page: 531
End Page: 559
Journal / Book Title: MATHEMATICAL FINANCE
Volume: 23
Issue: 3
Copyright Statement: © 2012 Wiley Periodicals, Inc. This is the peer reviewed version of the following article: Gandy, A. and Veraart, . L. A. M. (2013), THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS. Mathematical Finance, 23: 531–559, which has been published in final form at http://dx.doi.org/10.1111/j.1467-9965.2011.00505.x.  This article may be used for non-commercial purposes in accordance With Wiley Terms and Conditions for self-archiving.
Publication Status: Published
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