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The Multi-Objective Alternative Assets Investment Optimization Model on Sovereign Wealth Funds Based on Risk Control - MaRDI portal

The Multi-Objective Alternative Assets Investment Optimization Model on Sovereign Wealth Funds Based on Risk Control (Q3112561)

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The Multi-Objective Alternative Assets Investment Optimization Model on Sovereign Wealth Funds Based on Risk Control
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    The Multi-Objective Alternative Assets Investment Optimization Model on Sovereign Wealth Funds Based on Risk Control (English)
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    11 January 2012
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    alternative assets
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    modified DE
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    multi-project-multiple-item
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    real option
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    sovereign wealth funds
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    stochastic chance-constrained
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