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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection

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References

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2022Robust portfolio selection problems: a comprehensive review43 cited
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2019A new methodology for multi-period portfolio selection based on the risk measure of lower partial moments35 cited
2017Time consistent fuzzy multi-period rolling portfolio optimization with adaptive risk aversion factor34 cited
2015Intuition and Rationality in MCDM0 cited

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