Robust portfolio selection using linear-matrix inequalities
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Publication:5958242
DOI10.1016/S0165-1889(00)00086-5zbMath0996.91061MaRDI QIDQ5958242
Oswaldo L. V. Costa, A. C. Paiva
Publication date: 3 March 2002
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
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- Linear Matrix Inequalities in System and Control Theory
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