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A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set

✍ Scribed by Zhaosong Lu

Book ID: 106275886
Publisher: Springer-Verlag
Year: 2009
Tongue: English
Weight: 222 KB
Volume: 126
Category: Article
ISSN: 0025-5610
DOI: 10.1007/s10107-009-0271-z

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