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Title
A Review on Ambiguity in Stochastic Portfolio Optimization
Authors
Keywords
Stochastic optimization, Robustness, Portfolio optimization, Model uncertainty, Dependence uncertainty, 90C15, 91B28
Journal
Set-Valued and Variational Analysis
Volume -, Issue -, Pages -
Publisher
Springer Nature
Online
2017-11-09
DOI
10.1007/s11228-017-0458-z
References
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