"Bi-level optimization approach for robust mean-variance problems."

Pulak Swain, Akshay Kumar Ojha (2021)

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DOI: 10.1051/RO/2021129

access: closed

type: Journal Article

metadata version: 2021-11-03

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Pulak Swain, Akshay Kumar Ojha:
Bi-level optimization approach for robust mean-variance problems. RAIRO Oper. Res. 55(5): 2941-2961 (2021)

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