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~person:"Bertsimas, Dimitris"
~person:"Post, Thierry"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~type_genre:"Graue Literatur"
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Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
-
2015
‘stochastic spanning’ for two nested polyhedral portfolio sets based on subsampling and Linear
Programming
. The procedure is …
Persistent link: https://www.econbiz.de/10010512497
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