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An Investigation of Alternative Estimators of Expected Returns in Mean-Variance Analysis. (1997). Fletcher, Jonathan.
In: Journal of Financial Research.
RePEc:bla:jfnres:v:20:y:1997:i:1:p:129-43.

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  1. Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz. (2015). Ruschendorf, Ludger ; Mitov, Georgi ; Mainik, Georg .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:115-134.

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  2. Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?. (2011). Fletcher, Jonathan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:5:p:375-385.

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  3. An examination of the economic significance of stock return predictability in UK stock returns. (2002). Hillier, Joe ; Fletcher, Jonathan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:11:y:2002:i:4:p:373-392.

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