Numerical methods for portfolio selection with bounded constraints (Q732165)
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scientific article; zbMATH DE number 5612623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for portfolio selection with bounded constraints |
scientific article; zbMATH DE number 5612623 |
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Numerical methods for portfolio selection with bounded constraints (English)
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9 October 2009
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numerical method
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portfolio selection
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bounded constraint
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stochastic control
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Markov chain approximation
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