Robust profit opportunities in risky financial portfolios
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Publication:2488227
DOI10.1016/j.orl.2004.08.005zbMath1122.91043MaRDI QIDQ2488227
Reha H. Tütüncü, Mustafa Çelebi Pinar
Publication date: 25 August 2005
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/24031
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Asset allocation using reliability method, Robust portfolios: contributions from operations research and finance, Relaxed robust second-order-cone programming, Adjustable robust optimization models for a nonlinear two-period system
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