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Quadratic minimization with portfolio and intertemporal wealth constraints Dian ZhuAndrew J. Heunis Research Article 05 July 2017 Pages: 299 - 340
K-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? M. Ryan Haley Research Article 14 July 2017 Pages: 341 - 353