Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750): Difference between revisions
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Revision as of 12:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust investment strategies with discrete asset choice constraints using DC programming |
scientific article |
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Robust investment strategies with discrete asset choice constraints using DC programming (English)
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21 April 2010
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DCA
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worst-case analysis
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mean-variance portfolios
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