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"Robust portfolio selection based on a joint ellipsoidal uncertainty set."

Zhaosong Lu (2011)

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DOI: 10.1080/10556780903334682

access: closed

type: Journal Article

metadata version: 2023-06-26

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Zhaosong Lu:
Robust portfolio selection based on a joint ellipsoidal uncertainty set. Optim. Methods Softw. 26(1): 89-104 (2011)

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