Multistage portfolio optimization with multivariate dominance constraints (Q1722747)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistage portfolio optimization with multivariate dominance constraints |
scientific article |
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Multistage portfolio optimization with multivariate dominance constraints (English)
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18 February 2019
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multivariate stochastic dominance
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stochastic dominance constraints
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multistage portfolio optimization problem
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