"Parameter-free robust optimization for the maximum-Sharpe portfolio problem."

Deepayan Chakrabarti (2021)

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DOI: 10.1016/J.EJOR.2020.11.052

access: closed

type: Journal Article

metadata version: 2021-03-23

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Deepayan Chakrabarti:
Parameter-free robust optimization for the maximum-Sharpe portfolio problem. Eur. J. Oper. Res. 293(1): 388-399 (2021)

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