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An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
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The newsvendor under demand ambiguity : combining data with moment and tail information
Saghafian, Soroush
;
Tomlin, Brian
- In:
Operations research
64
(
2016
)
1
,
pp. 167-185
Persistent link: https://www.econbiz.de/10011447841
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