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Portfolio optimization based on robust estimation procedures

Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: Robust estimation; portfolio optimization. Includes bibliographical references (leaf 24).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/144527151
Date January 2004
CreatorsGao, Weiguo.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis

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