Application of a robust portfolio optimization model

Industrial and Manufacturing Engineering: Master's of Engineering Manuscript

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Work Title Application of a robust portfolio optimization model
Access
Penn State
Creators
  1. Tarek Maalouf
Keyword
  1. Portfolio optimization
  2. Robust optimization
  3. Optimization
License All rights reserved
Work Type Research Paper
Publication Date 2007
Deposited April 13, 2020

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  • Published