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Nonsmooth hierarchical multi portfolio selection - MaRDI portal

Nonsmooth hierarchical multi portfolio selection

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Publication:6619757

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DOI10.1007/978-3-031-28863-0_4MaRDI QIDQ6619757

Valerio Giuseppe Sasso, Lorenzo Lampariello, Simone Sagratella

Publication date: 16 October 2024

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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