Robust portfolio selection under norm uncertainty (Q300545): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1186/s13660-016-1102-4 / rank
 
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Latest revision as of 05:34, 12 July 2024

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Robust portfolio selection under norm uncertainty
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    Robust portfolio selection under norm uncertainty (English)
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    28 June 2016
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    portfolio selection
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    \((p,w)\)-norm
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    uncertainty set
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    linear optimization problem
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