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Mean-Covariance Robust Risk Measurement

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nguyen, Viet Anh, Shafiee, Soroosh, Filipović, Damir, Kuhn, Daniel
Format:	Preprint
Published:	2021
Subjects:	Portfolio Management Optimization and Control
Online Access:	Acceder al recurso
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