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Robust portfolio optimization: a conic programming approach

✍ Scribed by Kai Ye, Panos Parpas, Berç Rustem

Book ID: 113063634
Publisher: Springer US
Year: 2011
Tongue: English
Weight: 725 KB
Volume: 52
Category: Article
ISSN: 0926-6003
DOI: 10.1007/s10589-011-9419-x

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