Cite
HARVARD Citation
Ötken, Ç. et al. (2019). An extension to the classical mean–variance portfolio optimization model. Engineering economist. 64 (3), pp. 310-321. [Online].
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Ötken, Ç. et al. (2019). An extension to the classical mean–variance portfolio optimization model. Engineering economist. 64 (3), pp. 310-321. [Online].