Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning (Q6592279)

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scientific article; zbMATH DE number 7900975
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Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning
scientific article; zbMATH DE number 7900975

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    Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning (English)
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    26 August 2024
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