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Correction to: International Capital Asset Pricing Model: The Case of Asymmetric Information and Short-Sale (Annals of Operations Research, (2019), 10.1007/S10479-019-03133-1)

Abstract : The cited reference Nguyen et al. (2017) should have been set as Al Janabi et al. (2017) in the first paragraph of introduction. As such, the following corrections should be made in the list of references: Wrongly Cited Reference: Nguyen, D., Al Janabi, M. A. M., Hernandez, J. A., & Berger, T. (2017). Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. European Journal of Operational Research, 259(3), 1121\textendash 1131. Correct Reference to be Cited: Al Janabi, M. A. M., Hernandez, J. A., Berger, T., & Nguyen, D. (2017). Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. European Journal of Operational Research, 259(3), 1121\textendash 1131. \textcopyright 2019, Springer Science+Business Media, LLC, part of Springer Nature.
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Soumis le : samedi 28 mai 2022 - 12:10:04
Dernière modification le : dimanche 29 mai 2022 - 03:00:20

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Makram Bellalah, Fredj Amine Dammak. Correction to: International Capital Asset Pricing Model: The Case of Asymmetric Information and Short-Sale (Annals of Operations Research, (2019), 10.1007/S10479-019-03133-1). Annals of Operations Research, 2019, ⟨10.1007/s10479-019-03171-9⟩. ⟨hal-03680579⟩

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