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Ramat Aviv, Tel Aviv, 69978
Tel Aviv University - Faculty of Management
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portfolio optimization, covariance matrix, short sales
derivative, hedging, cash, credit line, liquidity
Portfolio Optimization, Short Sale Constraints, Block Covariance Matrix
Portfolio Optimization, Short Sale Constraints, Block Covariance Matrix, 1/N portfolio
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portfolio optimization, short sale constraints, block covariance matrix, the 1/N portfolio
Portfolio Optimization, Diagonal Covariance Matrix, the 1/N Portfolio
Multicollinearity, Moderated Multiple Regression, Interaction, Monte Carlo Simulations
Multicollinearity, Moderated Multiple Regression, Regression Analysis, Interaction
portfolio optimization, block covariance matrix, CAPM
portfolio optimization, block covariance matrix, tangency portfolio, market portfolio, CAPM
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