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A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim
Hou, Danlin, Xu, Zuo QuanVolume:
7
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/15M1016357
Date:
January, 2016
File:
PDF, 449 KB
english, 2016