A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim

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Publication:2797756

DOI10.1137/15M1016357zbMath1368.91165OpenAlexW2324566250MaRDI QIDQ2797756

Danlin Hou, Zuo Quan Xu

Publication date: 31 March 2016

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1016357




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