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Q3910258 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Paul Van Moeseke
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    publication date
    1980
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    zbMATH Keywords
    stochastic portfolio programming
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    game solution
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    set of efficient portfolios
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    optimal portfolio
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    transformation to a two-person game
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    90C15
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    91A40
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    zbMATH DE Number
    3720626
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