OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843)

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OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS
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    OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (English)
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    9 June 2011
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    optioned portfolio selection
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    multistage mean-variance model
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    scenario tree
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    stochastic programming
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    stochastic control
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    dynamic programming
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