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Financial Analysts Journal Volume 62, 2006 - Issue 4
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Portfolio Management

Covariance Misspecification in Asset Allocation

Steven P. Peterson Steven P. Peterson is associate professor of economics at Virginia Commonwealth University, Richmond.
&
John T. Grier John T. Grier, CFA, is director of Internal Equity at the Virginia Retirement System, Richmond.
, CFA
Pages 76-85 | Published online: 02 Jan 2019

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