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"Robust ranking and portfolio optimization."

Tri-Dung Nguyen, Andrew W. Lo (2012)

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DOI: 10.1016/J.EJOR.2012.03.023

access: closed

type: Journal Article

metadata version: 2020-02-21

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Tri-Dung Nguyen, Andrew W. Lo:
Robust ranking and portfolio optimization. Eur. J. Oper. Res. 221(2): 407-416 (2012)

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