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zbMath1224.91130MaRDI QIDQ3072191

Guimei Luo, Xiao-Min An

Publication date: 5 February 2011

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

zbMATH Keywords

portfolio robust optimization second-order cone programming conditional value at risk

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Convex programming (90C25) Portfolio theory (91G10)

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