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Portfolio optimization using robust mean absolute deviation model : Wasserstein metric approach
Hosseini-Nodeh, Zohreh
;
Shiraz, Rashed Khanjani
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472705
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A neural network framework for portfolio optimization under second-order stochastic dominance
Babapour-Azar, Ali
;
Shiraz, Rashed Khanjani
- In:
Finance research letters
66
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015061178
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