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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of banking & finance"
~person:"Hu, Jinjin"
~subject:"Linear algebra"
~subject:"Robustes Verfahren"
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Linear algebra
Robustes Verfahren
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Hu, Jinjin
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Discussion paper / Center for Economic Research, Tilburg University
Journal of banking & finance
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Robust minimum variance portfolio with L-infinity constraints
Xing, Xin
;
Hu, Jinjin
;
Yang, Yaning
- In:
Journal of banking & finance
46
(
2014
),
pp. 107-117
Persistent link: https://www.econbiz.de/10010467839
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