Portfolio optimization with \(pw\)-robustness
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Publication:668953
DOI10.1007/s13675-018-0096-8zbMath1410.91416OpenAlexW2797770277MaRDI QIDQ668953
Cécile Murat, Aurélie Thiele, Virginie Gabrel
Publication date: 19 March 2019
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13675-018-0096-8
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