Maria Kartsakli

Zurich Insurance Company Ltd.

Hagenholzstrasse 60a

Zurich, Zurich 8050

Switzerland

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Tail Behavior in Portfolio Optimization for Equity Style Factors

Number of pages: 21 Posted: 28 Dec 2018

Maria Kartsakli and Felix Schlumpf

Zurich Insurance Company Ltd. and Zurich Insurance Company Ltd

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