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"A log-robust optimization approach to portfolio management."

Ban Kawas, Aurélie Thiele (2011)

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DOI: 10.1007/S00291-008-0162-3

access: closed

type: Journal Article

metadata version: 2020-03-06

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Ban Kawas, Aurélie Thiele:
A log-robust optimization approach to portfolio management. OR Spectr. 33(1): 207-233 (2011)

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