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subject:"Portfolio selection"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Quantitative finance"
~person:"Lejeune, Miguel A."
~subject:"Wettbewerb"
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Portfolio selection
Wettbewerb
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Lejeune, Miguel A.
Dai, Min
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Management science : journal of the Institute for Operations Research and the Management Sciences
Quantitative finance
Computers & operations research : and their applications to problems of world concern ; an international journal
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European journal of operational research : EJOR
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INFORMS journal on computing : JOC
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Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
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