Dynamic optimal portfolio with maximum absolute deviation model (Q454257)
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scientific article; zbMATH DE number 6088787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic optimal portfolio with maximum absolute deviation model |
scientific article; zbMATH DE number 6088787 |
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Dynamic optimal portfolio with maximum absolute deviation model (English)
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1 October 2012
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portfolio optimization
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dynamic programming
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maximum absolute deviation
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