Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio

Long Zhao, Deepayan Chakrabarti, Kumar Muthuraman. Portfolio Construction by Mitigating Error Amplification: The Bounded-Noise Portfolio. Operations Research, 67(4):965-983, 2019. [doi]

Authors

Long Zhao

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Deepayan Chakrabarti

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Kumar Muthuraman

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