Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix

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Publication:5743121

DOI10.1111/mafi.12169zbMath1411.91511arXiv1610.06805OpenAlexW2601467878MaRDI QIDQ5743121

Amine Ismail, Huyên Pham

Publication date: 8 May 2019

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.06805




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