Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection |
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Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (English)
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23 July 2019
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chance-constrained programming
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uncertainty measure
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multiperiod portfolio optimization
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mean absolute deviation model
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the discrete iteration method
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