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Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR Problems with Unknown Mean and Variance

Crossref DOI link: https://doi.org/10.1007/s00245-017-9452-y

Published Online: 2017-10-13

Published Print: 2019-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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