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Mengcong Hu · Study

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Mengcong Hu

1 works· latest 2020cluster: provisional

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Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk2020 · 25 citations

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Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk

RAIRO - Operations Research·2020·3 authors·Open access

25citations