Robust portfolio selection under norm uncertainty
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Publication:300545
DOI10.1186/s13660-016-1102-4zbMath1414.91354WikidataQ59467334 ScholiaQ59467334MaRDI QIDQ300545
Publication date: 28 June 2016
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-016-1102-4
Cites Work
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- Robust Portfolio Selection Problems