A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multistage stochastic programming framework for cardinality constrained portfolio optimization |
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A multistage stochastic programming framework for cardinality constrained portfolio optimization (English)
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15 September 2017
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multistage stochastic programming
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multi-period portfolio optimization
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cardinality constraint
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random walk
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single index model
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