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    Statements

    publication date
    23 June 2011
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    zbMATH Keywords
    portfolio optimization
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    Savage's minimax risk criteria
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    Pareto-optimal portfolio
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    stability radius
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    author
    Vladimir A. Emelichev
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    Vladimir Korotkov
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    Kirill G. Kuzmin
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    Identifiers

    Mathematics Subject Classification ID
    90C09
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    90C29
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    90C31
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    90C47
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    zbMATH DE Number
    5911856
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