Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951): Difference between revisions

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Latest revision as of 02:32, 6 July 2024

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Dynamic portfolio optimization under multi-factor model in stochastic markets
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    Dynamic portfolio optimization under multi-factor model in stochastic markets (English)
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    10 January 2013
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    portfolio optimization
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    bankruptcy risk
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    multi-factor
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    stochastic market
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    dynamic programming
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    bi-level programming method
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