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

Free Access

Issue		RAIRO-Oper. Res. Volume 55, 2021 Regular articles published in advance of the transition of the journal to Subscribe to Open (S2O). Free supplement sponsored by the Fonds National pour la Science Ouverte


Page(s)		S2983 - S2997
DOI		https://doi.org/10.1051/ro/2020132
Published online		02 March 2021

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