Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix
Published 2018 View Full Article
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Title
Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix
Authors
Keywords
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Journal
MATHEMATICAL FINANCE
Volume -, Issue -, Pages -
Publisher
Wiley
Online
2018-02-12
DOI
10.1111/mafi.12169
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