A log-robust optimization approach to portfolio management (Q626631)
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scientific article; zbMATH DE number 5853237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A log-robust optimization approach to portfolio management |
scientific article; zbMATH DE number 5853237 |
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A log-robust optimization approach to portfolio management (English)
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18 February 2011
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robust optimization
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portfolio management
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convex optimization
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