Portfolio selection under model uncertainty: a penalized moment-based optimization approach
| Year of publication: |
2013
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| Authors: | Li, Jonathan Y. ; Kwon, Roy H. |
| Published in: |
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering. - Dordrecht [u.a.] : Springer, ISSN 0925-5001, ZDB-ID 1074566x. - Vol. 56.2013, 1, p. 131-164
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