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Does Extreme Correlation Matter in Global Equity Asset Allocation?
Bruno Solnik and Thaisiri Watewai
Explaining Buyout Industry Returns: New Evidence
Lessons Learned From Student Managed Portfolios
Stephan Kranner , Neal Stoughton, and Josef Zechner
Portfolio Optimization with Noisy Covariance Matrices
Jose Menchero and Lei Ji
Book Review – Rational Investing: The Subtleties of Asset Management
By Hugues Langlois and Jacques Lussier (Reviewed by Savannah Smith)
Surveys&Crossovers – Predicting Investor Success Using Graph Theory and Machine Learning
Jeffrey Glupker, Vinit Nair, Benjamin Richman, Kyle Riener and Amrita Sharma
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