"A New Portfolio Optimization Model Under Tracking-Error Constraint with ..."

Tingting Yang, Xiaoxia Huang (2022)

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DOI: 10.1007/S10957-022-02116-W

access: closed

type: Journal Article

metadata version: 2023-09-30

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Tingting Yang, Xiaoxia Huang:
A New Portfolio Optimization Model Under Tracking-Error Constraint with Linear Uncertainty Distributions. J. Optim. Theory Appl. 195(2): 723-747 (2022)

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