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scientific article
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    Statements

    publication date
    11 March 2016
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    Mathematics Subject Classification ID
    91G70
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    91G10
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    90C15
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    90C90
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    zbMATH DE Number
    6554590
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    zbMATH Keywords
    portfolio optimization
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    robust optimization
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    linear programming
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    conditional value-at-risk
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    author
    Zhi-feng Dai
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    Dong-hui Li
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    Feng-Hua Wen
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