Robust portfolio selection using linear-matrix inequalities (Q5958242)
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scientific article; zbMATH DE number 1715243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio selection using linear-matrix inequalities |
scientific article; zbMATH DE number 1715243 |
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Robust portfolio selection using linear-matrix inequalities (English)
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3 March 2002
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portfolio
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risky assets
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linear-matrix inequalities
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optimization problems
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