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Diversity-weighted portfolios with negative parameter |
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| Authors: | Alexander Vervuurt Ioannis Karatzas |
| Affiliation: | 1. Mathematical Institute, University of Oxford, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG, UK 2. Department of Mathematics, Columbia University, New York, NY, 10027, USA 3. INTECH Investment Management, One Palmer Square, Suite 441, Princeton, NJ, 08542, USA |
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