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Property / author: Xin-Li Zhang / rank
 
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Property / author: Ke-Cun Zhang / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.cam.2009.02.055 / rank
 
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Property / cites work: A variational problem arising in financial economics / rank
 
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Property / cites work: Consumption and Portfolio Decisions when Expected Returns are Time Varying / rank
 
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Property / cites work: Q4335866 / rank
 
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Property / cites work: Multiperiod Consumption and Investment Behavior with Convex Transactions Costs / rank
 
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Property / cites work: Q4230831 / rank
 
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Latest revision as of 18:42, 1 July 2024

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Using genetic algorithm to solve a new multi-period stochastic optimization model
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    Using genetic algorithm to solve a new multi-period stochastic optimization model (English)
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    17 July 2009
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    conditional value-at-risk
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    efficient frontier
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    genetic algorithm
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    simulated path
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    transaction costs
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