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On Robustness of Double Linear Policy with Time-Varying Weights

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Xin-Yu, Hsieh, Chung-Han
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Systems and Control Computational Finance 93E03, 93B35, 91-08
Online Access:	Acceder al recurso
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