Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Q3637367)
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scientific article
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| English | Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach |
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Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (English)
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9 July 2009
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