A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION
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Publication:3503069
DOI10.1142/S0217595907001401zbMath1158.91392MaRDI QIDQ3503069
Yi Wang, Zhiping Chen, Ke-Cun Zhang
Publication date: 20 May 2008
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
91G10: Portfolio theory
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