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Partially egalitarian portfolio selection

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Publication:6556152

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DOI10.1016/j.orl.2023.11.008MaRDI QIDQ6556152

Yiming Peng, Vadim Linetsky

Publication date: 17 June 2024

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

portfolio optimization financial engineering machine learning

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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