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"Robust Portfolio Selection Problems."

Donald Goldfarb, Garud Iyengar (2003)

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DOI: 10.1287/MOOR.28.1.1.14260

access: closed

type: Journal Article

metadata version: 2017-05-28

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Donald Goldfarb, Garud Iyengar:
Robust Portfolio Selection Problems. Math. Oper. Res. 28(1): 1-38 (2003)

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