Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation (Q3001272)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation |
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Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation (English)
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31 May 2011
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two-stage linear program with fixed resource
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financial asset allocation
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