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Multistage portfolio optimization with stocks and options - MaRDI portal

Multistage portfolio optimization with stocks and options (Q2811944)

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scientific article; zbMATH DE number 6591097
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English
Multistage portfolio optimization with stocks and options
scientific article; zbMATH DE number 6591097

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    Multistage portfolio optimization with stocks and options (English)
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    9 June 2016
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    multistage portfolio optimization
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    stocks
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    options
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    scenario generation
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