Life-cycle asset allocation and consumption using stochastic linear programming (Q3404356)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Life-cycle asset allocation and consumption using stochastic linear programming |
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Life-cycle asset allocation and consumption using stochastic linear programming (English)
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8 February 2010
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stochastic linear programming (SLP)
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consumption
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discrete scenario trees
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