Robust portfolio control with stochastic factor dynamics
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Publication:5166253
DOI10.1287/OPRE.2013.1180zbMATH Open1291.91192OpenAlexW3123903722MaRDI QIDQ5166253FDOQ5166253
Publication date: 26 June 2014
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: http://pubsonline.informs.org/doi/abs/10.1287/opre.2013.1180
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