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Journal: Mathematics, 2022
Volume: 10
Number: 3221
Article:
Sharpe-Ratio Portfolio in Controllable Markov Chains: Analytic and Algorithmic Approach for Second Order Cone Programming
Authors:
by
Lesly Lisset Ortiz-Cerezo, Alin Andrei Carsteanu and Julio Bernardo Clempner
Link:
https://www.mdpi.com/2227-7390/10/18/3221
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