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"On robust portfolio and naïve diversification: mixing ambiguous and ..."
A. Burak Paç, Mustafa Ç. Pinar (2018)
- A. Burak Paç, Mustafa Ç. Pinar:
On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets. Ann. Oper. Res. 266(1-2): 223-253 (2018)
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