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Positional strategy of forming the investment portfolio

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Publication:1778832
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DOI10.1023/A:1021832610532zbMath1116.91327OpenAlexW52966809MaRDI QIDQ1778832

A. I. Kibzun, Evgeny A. Kuznetsov

Publication date: 17 June 2005

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021832610532



Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (3)

Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function ⋮ Safety-first portfolio selection ⋮ On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion




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