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zbMath1249.91117MaRDI QIDQ2885873

Jianglin Lu, Ai-Fan Ling

Publication date: 1 June 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

linear matrix inequality robust optimization portfolio selection probability constraint ellipsoidal uncertainty set

Mathematics Subject Classification ID

Portfolio theory (91G10)

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