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Abdallah Ben Saida
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 1
Top Topics
Dependence Structure
Combinatorial Auctions
Special Case
Gaussian Mixture
Top Venues
Ann. Oper. Res.
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Publications
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Abdallah Ben Saida
,
Jean-Luc Prigent
On the robustness of portfolio allocation under copula misspecification.
Ann. Oper. Res.
262 (2) (2018)