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Title: Defining the Uncertainty Sets for Robust Portfolio Optimization Using Random Matrix Theory
Authors: Liao, Kevin T.
Advisors: d'Aspremont, Alexandre
Department: Electrical Engineering
Class Year: 2007
Extent: 17 Pages
Other Identifiers: 20641
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact
Type of Material: Princeton University Senior Theses
Appears in Collections:Electrical Engineering, 1932-2017

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