A Case Study of Portfolio Construction Using the USER Data and the Barra Aegis System
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Publisher
Springer New York
Link
http://link.springer.com/content/pdf/10.1007/978-1-4614-5239-3_6
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1. More Markowitz Efficient Portfolios Featuring the USER Data and an Extension to Global Data and Investment Universes;Introduction to Financial Forecasting in Investment Analysis;2012-11-20
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