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High dimensional Global Minimum Variance Portfolio. (2015). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong.
In: MPRA Paper.
RePEc:pra:mprapa:66284.

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  1. Review of electric vehicle policies in China: Content summary and effect analysis. (2017). Zhang, Xingping ; Xie, Jian ; Rao, Rao ; Yu, Enhai ; Liang, Yanni.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:70:y:2017:i:c:p:698-714.

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  2. Simulating European wind power generation applying statistical downscaling to reanalysis data. (2017). Gonzalez-Aparicio, I ; Badger, J ; Huld, T ; Careri, F ; Zucker, A ; Volker, P ; Monforti, F.
    In: Applied Energy.
    RePEc:eee:appene:v:199:y:2017:i:c:p:155-168.

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References

References cited by this document

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  56. Statistical Inference for High-Dimensional Global Minimum Variance Portfolios. (2014). Glombek, Konstantin .
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  60. On the equivalence of quadratic optimization problems commonly used in portfolio theory. (2013). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras.
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