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"Portfolio optimization under partial uncertainty and incomplete ..."

Davide La Torre, Franklin Mendivil (2018)

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DOI: 10.1007/S10479-016-2298-X

access: closed

type: Journal Article

metadata version: 2020-08-13

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Davide La Torre, Franklin Mendivil:
Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach. Ann. Oper. Res. 267(1-2): 267-279 (2018)

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