Multi-period portfolio optimization with linear control policies (Q1004108)
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scientific article; zbMATH DE number 5522121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period portfolio optimization with linear control policies |
scientific article; zbMATH DE number 5522121 |
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Multi-period portfolio optimization with linear control policies (English)
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2 March 2009
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risk management
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finance
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dynamic portfolio allocation
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multi-stage decisions
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convex optimization
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