scientific article; zbMATH DE number 6264081

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DOI10.3969/J.ISSN.1005-3085.2013.04.005zbMath1299.91134MaRDI QIDQ5400290

Zhiping Chen, Chun-Mei Zhang

Publication date: 28 February 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interior point method portfolio selection cone programming CVaR relative robust

Mathematics Subject Classification ID

Portfolio theory (91G10)

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