"Mean-variance portfolio optimization with parameter sensitivity control."

Xueting Cui et al. (2016)

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DOI: 10.1080/10556788.2016.1181758

access: closed

type: Journal Article

metadata version: 2020-09-24

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Xueting Cui, Shushang Zhu, Duan Li, Jie Sun:
Mean-variance portfolio optimization with parameter sensitivity control. Optim. Methods Softw. 31(4): 755-774 (2016)

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