Robust portfolio selection based on a multi-stage scenario tree (Q932207): Difference between revisions

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Latest revision as of 13:16, 28 June 2024

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Robust portfolio selection based on a multi-stage scenario tree
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    Robust portfolio selection based on a multi-stage scenario tree (English)
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    10 July 2008
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    portfolio selection
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    scenario tree
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    robust optimization
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    conic optimization
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