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Sean W. Jewell
Publication Activity (10 Years)
Years Active: 2013-2013
Publications (10 Years): 0
Top Topics
Portfolio Selection
Variance Reduction
Monte Carlo
Top Venues
Oper. Res. Lett.
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Publications
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Sean W. Jewell
,
Yang Li
,
Traian A. Pirvu
Non-linear equity portfolio variance reduction under a mean-variance framework - A delta-gamma approach.
Oper. Res. Lett.
41 (6) (2013)