Multistage risk premiums in portfolio optimization (Q4637444)
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scientific article; zbMATH DE number 6861637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistage risk premiums in portfolio optimization |
scientific article; zbMATH DE number 6861637 |
Statements
Multistage risk premiums in portfolio optimization (English)
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18 April 2018
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multistage risk premium
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utility function
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portfolio optimization
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multistage stochastic programming
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