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Journal: Eng. Proc., 2023
Volume: 39
Number: 34

Article: Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios
Authors: by Nolan Alexander and William Scherer
Link: https://www.mdpi.com/2673-4591/39/1/34

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