Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod portfolio optimization with terminal liability: bounds for the convex case |
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Multiperiod portfolio optimization with terminal liability: bounds for the convex case (English)
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16 November 2005
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portfolio optimization
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stochastic multi-stage programming
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generalized moment problems
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stochastic dynamic programming
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option pricing
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