Robust omega ratio optimization using regular vines
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Publication:2047199
DOI10.1007/s11590-020-01629-5zbMath1475.90050OpenAlexW3048801037MaRDI QIDQ2047199
Publication date: 19 August 2021
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-020-01629-5
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