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Property / author: Mustafa Çelebi Pinar / rank
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Property / author: Mustafa Çelebi Pinar / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2014.02.016 / rank
 
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Latest revision as of 05:07, 12 July 2024

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Equilibrium in an ambiguity-averse mean-variance investors market
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    Equilibrium in an ambiguity-averse mean-variance investors market (English)
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    23 June 2016
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    robust optimization
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    mean-variance portfolio theory
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    ellipsoidal uncertainty
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    equilibrium price system
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