Multistage portfolio optimization with multivariate dominance constraints (Q1722747)
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scientific article; zbMATH DE number 7024657
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| default for all languages | No label defined |
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| English | Multistage portfolio optimization with multivariate dominance constraints |
scientific article; zbMATH DE number 7024657 |
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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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0.8513813614845276
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0.834432065486908
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0.8210099935531616
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0.8109398484230042
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0.808548092842102
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