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Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint - MaRDI portal

Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230)

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Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
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    Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (English)
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    12 February 2020
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    multi-period portfolio selection
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    uncertainty
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    optimization
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    investment strategy
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