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"A computational study on robust portfolio selection based on a joint ..."

Zhaosong Lu (2011)

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DOI: 10.1007/S10107-009-0271-Z

access: closed

type: Journal Article

metadata version: 2023-06-26

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Zhaosong Lu:
A computational study on robust portfolio selection based on a joint ellipsoidal uncertainty set. Math. Program. 126(1): 193-201 (2011)

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