A log-robust optimization approach to portfolio management (Q626631): Difference between revisions

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+Robust solutions of uncertain linear programs
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+Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
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+Robust multiperiod portfolio management in the presence of transaction costs
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+The Price of Robustness
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+The Pricing of Options and Corporate Liabilities
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+Q4821526
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+Robust Portfolio Selection Problems
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