| Display title | Worst-case scenario portfolio optimization: a new stochastic control approach |
| Default sort key | 814888 |
| Page length (in bytes) | 15 |
| Namespace ID | 4206 |
| Namespace | Publication |
| Page ID | 8861746 |
| Page content language | en - English |
| Page content model | wikitext |
| Indexing by robots | Allowed |
| Number of redirects to this page | 0 |
| Counted as a content page | Yes |
| Page views in the past month | 0 |
| MaRDI portal item ID | Q814888 |
| Central description | scientific article; zbMATH DE number 5004478 |
| Edit | Allow only users with "overwriteprofilepages" permission (infinite) |
| Move | Allow only users with "overwriteprofilepages" permission (infinite) |
| Page creator | Import240129110113 (talk | contribs) |
| Date of page creation | 11:06, 30 January 2024 |
| Latest editor | Import240129110113 (talk | contribs) |
| Date of latest edit | 11:06, 30 January 2024 |
| Total number of edits | 1 |
| Recent number of edits (within past 90 days) | 0 |
| Recent number of distinct authors | 0 |
| Transcluded templates (17) | Pages included on this page:
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