"Inverse portfolio problem with mean-deviation model."

Bogdan Grechuk, Michael Zabarankin (2014)

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DOI: 10.1016/J.EJOR.2013.04.056

access: closed

type: Journal Article

metadata version: 2021-06-04

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Bogdan Grechuk, Michael Zabarankin:
Inverse portfolio problem with mean-deviation model. Eur. J. Oper. Res. 234(2): 481-490 (2014)

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