Portfolio selection under model uncertainty: a penalized moment-based optimization approach
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Publication:1955553
DOI10.1007/s10898-012-9969-1zbMath1272.90038MaRDI QIDQ1955553
Publication date: 14 June 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-012-9969-1
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