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Property / author: Alejandro Balbas / rank
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Property / author: Alejandro Balbas / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2015.09.023 / rank
 
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Latest revision as of 16:06, 12 July 2024

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Good deals and benchmarks in robust portfolio selection
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    Good deals and benchmarks in robust portfolio selection (English)
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    7 October 2016
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    ambiguity
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    robust portfolio selection
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    coherent risk under ambiguity
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    benchmark and CAPM
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    good deal
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