Optimal Impact Portfolios with General Dependence and Marginals.

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Title: Optimal Impact Portfolios with General Dependence and Marginals.
Authors: Lo, Andrew W.1,2,3,4 (AUTHOR) alo@mit.edu, Wu, Lan5,6 (AUTHOR) lwu@pku.edu.cn, Zhang, Ruixun5,6,7,8 (AUTHOR) zhangruixun@pku.edu.cn, Zhao, Chaoyi6 (AUTHOR) zhaochaoyi@pku.edu.cn
Source: Operations Research. Sep/Oct2024, Vol. 72 Issue 5, p1775-1789. 15p.
Database: Business Source Ultimate
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  Data: Optimal Impact Portfolios with General Dependence and Marginals.
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  Data: <searchLink fieldCode="AR" term="%22Lo%2C+Andrew+W%2E%22">Lo, Andrew W.</searchLink><relatesTo>1,2,3,4</relatesTo> (AUTHOR)<i> alo@mit.edu</i><br /><searchLink fieldCode="AR" term="%22Wu%2C+Lan%22">Wu, Lan</searchLink><relatesTo>5,6</relatesTo> (AUTHOR)<i> lwu@pku.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Zhang%2C+Ruixun%22">Zhang, Ruixun</searchLink><relatesTo>5,6,7,8</relatesTo> (AUTHOR)<i> zhangruixun@pku.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Zhao%2C+Chaoyi%22">Zhao, Chaoyi</searchLink><relatesTo>6</relatesTo> (AUTHOR)<i> zhaochaoyi@pku.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Operations+Research%22">Operations Research</searchLink>. Sep/Oct2024, Vol. 72 Issue 5, p1775-1789. 15p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=179946693
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1287/opre.2023.0400
    Languages:
      – Code: eng
        Text: English
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        PageCount: 15
        StartPage: 1775
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      – TitleFull: Optimal Impact Portfolios with General Dependence and Marginals.
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            NameFull: Lo, Andrew W.
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            NameFull: Wu, Lan
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            NameFull: Zhang, Ruixun
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            – D: 01
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              Text: Sep/Oct2024
              Type: published
              Y: 2024
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              Value: 72
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              Value: 5
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            – TitleFull: Operations Research
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