Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
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Publication:6070503
DOI10.1111/itor.12674OpenAlexW2942563804WikidataQ127973791 ScholiaQ127973791MaRDI QIDQ6070503
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Publication date: 21 November 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/itor.12674
Related Items (4)
Robust portfolio optimization: a categorized bibliographic review ⋮ Portfolio optimization under a minimax rule revisited ⋮ An omega portfolio model with dynamic return thresholds ⋮ Geometric compromise programming: application in portfolio selection
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