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scientific article; zbMATH DE number 2065136
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scientific article; zbMATH DE number 2065136

    Statements

    author
    Berc Rustem
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    Reuben Settergren
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    publication date
    18 May 2004
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    Mathematics Subject Classification ID
    91B28
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    90C47
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    90C60
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    zbMATH DE Number
    2065136
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    zbMATH Keywords
    worst-case analysis
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    mean-variance portfolios
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    Min-max optimization
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