International portfolio management with affine policies (Q1927003)
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scientific article; zbMATH DE number 6119564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | International portfolio management with affine policies |
scientific article; zbMATH DE number 6119564 |
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International portfolio management with affine policies (English)
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29 December 2012
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linear decision rules
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robust optimization
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multistage portfolio optimization
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semidefinite programming
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worst case value-at-risk
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