Portfolio selection problem with minimax type risk function
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Publication:5948185
DOI10.1023/A:1010909632198zbMath1016.91058OpenAlexW1567533126MaRDI QIDQ5948185
Publication date: 31 October 2001
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010909632198
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