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20142023
most citedPortfolio Optimization Rules beyond the Mean-Variance Approach

2 citations · 2 across the 6 of their papers we have counts for

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q-fin.PM2022

The impact of big winners on passive and active equity investment strategies

Maxime Markov, Vladimir Markov

We investigate the impact of big winner stocks on the performance of active and passive investment strategies using a combination of numerical and analytical techniques. Our analys…