Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610): Difference between revisions
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Revision as of 20:42, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period optimization portfolio with bankruptcy control in stochastic market |
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Multi-period optimization portfolio with bankruptcy control in stochastic market (English)
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26 April 2007
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stochastic market
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bankruptcy constraint
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mean-variance model
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portfolio selection
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