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~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of computational finance"
~person:"Lin, Hongcan"
~subject:"Mathematical programming"
~subject:"Optionspreistheorie"
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Lin, Hongcan
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Computational economics
International journal of theoretical and applied finance
Journal of risk and financial management : JRFM
The journal of computational finance
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Portfolio optimization with performance ratios
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
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