"Ambiguous Risk Measures and Optimal Robust Portfolios."

Giuseppe Carlo Calafiore (2007)

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DOI: 10.1137/060654803

access: closed

type: Journal Article

metadata version: 2020-07-07

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Giuseppe Carlo Calafiore:
Ambiguous Risk Measures and Optimal Robust Portfolios. SIAM J. Optim. 18(3): 853-877 (2007)

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