Sparse and robust mean-variance portfolio optimization problems
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Publication:2158966
DOI10.1016/j.physa.2019.04.151OpenAlexW2942347792WikidataQ128024144 ScholiaQ128024144MaRDI QIDQ2158966
Publication date: 26 July 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.151
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