A dynamic stochastic programming model for international portfolio management (Q2464234): Difference between revisions

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+Coherent Measures of Risk
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+Scenario modelling for selective hedging strategies
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+Scenarios for multistage stochastic programs
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+Scenario reduction in stochastic programming
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+Financial scenario generation for stochastic multi-stage decision processes as facility location problems
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+A heuristic for moment-matching scenario generation
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+Generating Scenario Trees for Multistage Decision Problems
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+Applications of Stochastic Programming
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