Worst-case robust decisions for multi-period mean-variance portfolio optimization

DOI10.1016/j.ejor.2006.02.046zbMath1138.91446OpenAlexW1988719259MaRDI QIDQ2643927

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Publication date: 27 August 2007

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.02.046

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