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subject:"ARCH model"
~isPartOf:"Quantitative finance"
~person:"Lejeune, Miguel A."
~subject:"Finanzkrise"
~subject:"Statistical distribution"
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Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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