RESEARCH PAPERS - Robust optimization of currency portfolios
| Year of publication: |
2011
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|---|---|
| Authors: | Fonseca, Raquel J ; Zymler, Steve ; Wiesemann, Wolfram ; Rustem, Berç |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 15.2011, 1, p. 3-31
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