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"Minimum variance allocation among constrained intervals."

Hsin-Min Sun, Ruey-Lin Sheu (2019)

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DOI: 10.1007/S10898-019-00748-3

access: closed

type: Journal Article

metadata version: 2020-09-11

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Hsin-Min Sun, Ruey-Lin Sheu:
Minimum variance allocation among constrained intervals. J. Glob. Optim. 74(1): 21-44 (2019)

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