Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints |
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Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (English)
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22 May 2017
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multiperiod portfolio selection
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mean semi-absolute deviation
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entropy constraints
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interval numbers
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discrete approximate iteration method
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