Strategies for choosing an uncertainty budget in log-robust portfolio management

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Veröffentlicht in:International journal of financial engineering
1. Verfasser: Pae, Yuntaek (VerfasserIn)
Weitere Verfasser: Sabbaghi, Navid (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
Portfolio > optimization > uncertainty > Aufsatz in Zeitschrift
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