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Giulia Bianchi
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Optimal Portfolio
Portfolio Selection
Special Case
Decision Support System
Top Venues
J. Glob. Optim.
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Publications
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Roberto Baviera
,
Giulia Bianchi
Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach.
J. Glob. Optim.
81 (2) (2021)