scientific article; zbMATH DE number 2065138
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Publication:4459804
zbMATH Open1069.91063MaRDI QIDQ4459804FDOQ4459804
Authors: Fabio Trojani, Paolo Vanini 
Publication date: 18 May 2004
Title of this publication is not available (Why is that?)
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- Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
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