Robust Portfolio Optimization: A Conic Programming Approach
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Bibliographic InfoPaper provided by COMISEF in its series Working Papers with number 015.
Length: 25 pages
Date of creation: 03 Nov 2009
Date of revision:
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Web page: http://www.comisef.eu
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-12-05 (All new papers)
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