OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS |
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OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (English)
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9 June 2011
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optioned portfolio selection
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multistage mean-variance model
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scenario tree
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stochastic programming
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stochastic control
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dynamic programming
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