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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach. (2005). wang, tan ; Uppal, Raman ; Garlappi, Lorenzo.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:5041.

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  1. Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins. (2017). Shekhar, Chirag ; Trede, Mark.
    In: Review of Economics & Finance.
    RePEc:bap:journl:170303.

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