A conic programming approach for robust portfolio optimization problems
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Publication:3170980
zbMATH Open1240.91141MaRDI QIDQ3170980FDOQ3170980
Authors: Xuanyu Shu, Hongjie Zhang, Yanqin Bai 
Publication date: 29 September 2011
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- scientific article; zbMATH DE number 7652673
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