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"On solving robust log-optimal portfolio: A supporting hyperplane ..."

Chung-Han Hsieh (2024)

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DOI: 10.1016/J.EJOR.2023.09.040

access: closed

type: Journal Article

metadata version: 2024-01-13

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Chung-Han Hsieh:
On solving robust log-optimal portfolio: A supporting hyperplane approximation approach. Eur. J. Oper. Res. 313(3): 1129-1139 (2024)

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