Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-stage portfolio selection problem with dynamic stochastic dominance constraints |
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Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (English)
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29 June 2022
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stochastic dominance
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multi-stage portfolio selection
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stochastic optimization
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scenario tree
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linear programming
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