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Benoit Vaucher · Study

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Benoit Vaucher

1 works· latest 2015· 1 institutionscluster: provisionalORCID 0000-0001-6313-3239

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Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach2015 · 62 citations

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Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach

European Journal of Operational Research·2015·3 authors·Open access

62citations