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~isPartOf:"Quantitative finance"
~type_genre:"Amtsdruckschrift"
~type_genre:"Konferenzbeitrag"
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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
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