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Robust Portfolio Rules with a New State Variable
- Title
- Robust Portfolio Rules with a New State Variable
- Date Issued
- 2010-06-24
- Publisher
- BFS
- Article Type
- Conference
- Citation
- 6th Congress of the Bachelier Finance Society, 2010-06-24
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Related Researcher
- 장봉규JANG, BONG GYU
- Dept. of Industrial & Management Eng.