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Property / author: Hamed Davari Ardakani / rank
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Property / full work available at URL: https://doi.org/10.3934/naco.2017023 / rank
 
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Latest revision as of 09:21, 14 July 2024

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A multistage stochastic programming framework for cardinality constrained portfolio optimization
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    A multistage stochastic programming framework for cardinality constrained portfolio optimization (English)
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    15 September 2017
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    multistage stochastic programming
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    multi-period portfolio optimization
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    cardinality constraint
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    random walk
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    single index model
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