A successive SDP-NSDP approach to a robust optimization problem in finance
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Publication:2655406
DOI10.1007/s10589-007-9163-4zbMath1181.90217OpenAlexW2037376353MaRDI QIDQ2655406
Publication date: 25 January 2010
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-007-9163-4
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Uses Software
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