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Journal Articles Optimization Year : 2010

Robust investment strategies with discrete asset choice constraints using DC programming

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hal-01636742 , version 1 (16-11-2017)

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Nalan Gulpinar, Hoai An Le Thi, Mahdi Moeini. Robust investment strategies with discrete asset choice constraints using DC programming. Optimization, 2010, 59 (1), pp.45 - 62. ⟨10.1080/02331930903500274⟩. ⟨hal-01636742⟩

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