Optimization problem for a portfolio with an illiquid asset: Lie group analysis (Q2627916): Difference between revisions

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Latest revision as of 23:27, 13 July 2024

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Optimization problem for a portfolio with an illiquid asset: Lie group analysis
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    Optimization problem for a portfolio with an illiquid asset: Lie group analysis (English)
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    9 June 2017
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    Lie group analysis
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    invariant reductions
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    portfolio optimization
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    illiquidity
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