Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077): Difference between revisions

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scientific article; zbMATH DE number 7691064
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Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach
scientific article; zbMATH DE number 7691064

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    Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (English)
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    1 June 2023
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    asset allocation
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    portfolio optimization
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    benchmark outperformance
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    neural network
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