Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust multi-period portfolio selection subject to bankruptcy constraints |
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Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (English)
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29 March 2023
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distributionally robust
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multi-period portfolio selection
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uncertainty
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chance constraints
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