An analytic solution for multi-period uncertain portfolio selection problem (Q2141630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytic solution for multi-period uncertain portfolio selection problem |
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An analytic solution for multi-period uncertain portfolio selection problem (English)
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25 May 2022
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portfolio selection
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uncertain variable
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minimax risk measure
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analytic solution
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