Regularized distributionally robust optimization with application to the index tracking problem
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Publication:6573374
DOI10.1007/S10479-023-05726-3MaRDI QIDQ6573374
Leyang Zhao, Guo Yin Li, Spiridon Penev
Publication date: 16 July 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
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Cites Work
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