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Portfolio Selection in a Multi-Input Multi-Output Setting:a Simple Monte-Carlo-FDH Algorithm

Bibliographic reference Nalpas, Nicolas ; Simar, Léopold ; Vanhems, Anne. Portfolio Selection in a Multi-Input Multi-Output Setting:a Simple Monte-Carlo-FDH Algorithm. ISBA Discussion Paper ; 2016/22 (2016) 29 pages
Permanent URL http://hdl.handle.net/2078.1/173926