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The Markowitz’s Mean–Variance Interpretation under the efficient market hypothesis in the context of critical recession periods

Julio César Martínez-Sánchez, Arturo Berrones-Santos, Javier Almaguer Martínez

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Source: Crossref

Published: Dec 1, 2023

DOI: 10.1016/j.cam.2023.115227

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The Markowitz’s Mean–Variance Interpretation under the efficient market hypothesis in the context of critical recession periods — Mathematical Frontier Network