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Improving Minimum-Variance Portfolios by Alleviating Overdispersion of Eigenvalues
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 55 / Issue 8 / December 2020
- Published online by Cambridge University Press:
- 24 October 2019, pp. 2700-2731
- Print publication:
- December 2020
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- Article
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