Regularized robust optimization: the optimal portfolio execution case
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Publication:2376119
DOI10.1007/s10589-012-9526-3zbMath1273.90138OpenAlexW2069942923MaRDI QIDQ2376119
Somayeh Moazeni, Yuying Li, Thomas F. Coleman
Publication date: 26 June 2013
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-012-9526-3
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Cites Work
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