Portfolio Optimization Under a Minimax Rule

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Publication:3116770

DOI10.1287/mnsc.46.7.957.12039zbMath1231.91149OpenAlexW2061698680MaRDI QIDQ3116770

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Publication date: 12 February 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.46.7.957.12039




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