Solving multistage asset investment problems by the sample average approximation method (Q2502215)

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Solving multistage asset investment problems by the sample average approximation method
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    Solving multistage asset investment problems by the sample average approximation method (English)
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    12 September 2006
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    stochastic programming
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    asset allocation
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    Monte Carlo sampling
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    SAA method
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    statistical bounds
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