Probability maximization models for portfolio selection under ambiguity (Q623758): Difference between revisions
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Revision as of 00:41, 20 March 2024
scientific article
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English | Probability maximization models for portfolio selection under ambiguity |
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Probability maximization models for portfolio selection under ambiguity (English)
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8 February 2011
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portfolio selection problem
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stochastic programming
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probability maximization model
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multi-scenario model
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