Portfolio Optimization and Performance Analysis
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Publication:3428687
DOI10.1201/9781420010930zbMath1188.91003OpenAlexW365712982MaRDI QIDQ3428687
Publication date: 29 March 2007
Full work available at URL: https://doi.org/10.1201/9781420010930
portfolio optimizationutility maximizationdynamic programming principleportfolio management theoryrisk measure minimization
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)
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