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On Wasserstein Distributionally Robust Mean Semi-Absolute Deviation Portfolio Model: Robust Selection and Efficient Computation

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Zhou, Weimi, Liu, Yong-Jin
Format:	Preprint
Publié:	2024
Sujets:	Optimization and Control
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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