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Choulli, T; Deng, J

Choulli, T (corresponding author), Univ Alberta, Edmonton, AB T6G 2R3, Canada.

THEORY OF PROBABILITY AND ITS APPLICATIONS, 2020; 65 (3): 418

Abstract

It has been understood that the "local" existence of the Markowitz optimal portfolio or the solution to the local-risk minimization problem is guarant......

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