A numerical study for robust active portfolio management with worst-case downside risk measure
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Publication:1719373
DOI10.1155/2014/912389zbMath1407.91227OpenAlexW2002571546WikidataQ59070671 ScholiaQ59070671MaRDI QIDQ1719373
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/912389
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