Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655)
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scientific article; zbMATH DE number 5633664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio optimization with risk control for absolute deviation model |
scientific article; zbMATH DE number 5633664 |
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Dynamic portfolio optimization with risk control for absolute deviation model (English)
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16 November 2009
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portfolio optimization
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linear programming
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absolute deviation
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dynamic programming
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