A stochastic programming approach for multi-period portfolio optimization (Q2271799)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic programming approach for multi-period portfolio optimization |
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A stochastic programming approach for multi-period portfolio optimization (English)
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4 August 2009
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life-cycle asset allocation
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stochastic linear programming
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scenario trees
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VAR\((1)\) process
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