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"Model risk in mean-variance portfolio selection: an analytic solution to ..."

Roberto Baviera, Giulia Bianchi (2021)

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DOI: 10.1007/S10898-021-01039-6

access: closed

type: Journal Article

metadata version: 2021-10-05

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Roberto Baviera, Giulia Bianchi:
Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach. J. Glob. Optim. 81(2): 469-491 (2021)

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