Dynamic optimal portfolio with maximum absolute deviation model (Q454257): Difference between revisions
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Revision as of 21:53, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic optimal portfolio with maximum absolute deviation model |
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Dynamic optimal portfolio with maximum absolute deviation model (English)
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1 October 2012
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portfolio optimization
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dynamic programming
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maximum absolute deviation
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