Relative Robust Portfolio Optimization with benchmark regret (Q4619537)
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scientific article; zbMATH DE number 7013658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relative Robust Portfolio Optimization with benchmark regret |
scientific article; zbMATH DE number 7013658 |
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Relative Robust Portfolio Optimization with benchmark regret (English)
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6 February 2019
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portfolio optimization
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portfolio constraints
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portfolio allocation
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applied mathematical finance
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