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    Statements

    author
    Daniel Kuhn
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    Panos Parpas
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    Berc Rustem
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    publication date
    24 February 2009
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    zbMATH Keywords
    stochastic programming
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    bounds
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    decision rules
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    expected value constraints
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    portfolio optimization
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    Identifiers

    zbMATH DE Number
    5511101
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