Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
| Year of publication: |
2007
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|---|---|
| Authors: | Pınar, Mustafa Ç |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 20738857. - Vol. 29.2007, 2, p. 295-310
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