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- W2109307827 abstract "The Sharpe or diagonal portfolio model has been accepted by a large segment of both academic and practical researchers in portfolio theory. The model is tractable, requires a relatively small set of inputs, and is viewed by many to present “reasonable” assumptions regarding the workings of the security market." @default.
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- W2109307827 title "An Efficient Algorithm for Solving Large-Scale Portfolio Problems" @default.
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