Multi-period portfolio optimization with linear control policies (Q1004108): Difference between revisions

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Latest revision as of 02:20, 29 June 2024

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Multi-period portfolio optimization with linear control policies
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    Multi-period portfolio optimization with linear control policies (English)
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    2 March 2009
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    risk management
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    finance
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    dynamic portfolio allocation
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    multi-stage decisions
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    convex optimization
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