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"Log-robust portfolio management with parameter ambiguity."

Ban Kawas, Aurélie Thiele (2017)

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DOI: 10.1007/S10287-017-0275-8

access: closed

type: Journal Article

metadata version: 2020-05-10

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Ban Kawas, Aurélie Thiele:
Log-robust portfolio management with parameter ambiguity. Comput. Manag. Sci. 14(2): 229-256 (2017)

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