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Stability advances in robust portfolio optimization under parallelepiped uncertainty
Kara, Güray, Özmen, Ayşe, Weber, Gerhard-WilhelmLanguage:
english
Journal:
Central European Journal of Operations Research
DOI:
10.1007/s10100-017-0508-5
Date:
November, 2017
File:
PDF, 655 KB
english, 2017