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Robust optimization approaches for portfolio selection: a comparative analysis
Robust optimization (RO) models have attracted a lot of interest in the area of portfolio selection. RO extends the framework of traditional portfolio optimization models, incorporating uncertainty through a formal and analytical approach into the modeling process. Although several RO models have be...
Autores principales: | Georgantas, Antonios, Doumpos, Michalis, Zopounidis, Constantin |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8224264/ https://www.ncbi.nlm.nih.gov/pubmed/34188344 http://dx.doi.org/10.1007/s10479-021-04177-y |
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