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Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity - MaRDI portal

Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729)

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scientific article; zbMATH DE number 7630464
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Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
scientific article; zbMATH DE number 7630464

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    Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (English)
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    9 December 2022
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    portfolio optimization
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    uncertainty theory
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    root system growth algorithm
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    return rates
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    experts' evaluations
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