Optimization problem for a portfolio with an illiquid asset: Lie group analysis (Q2627916)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization problem for a portfolio with an illiquid asset: Lie group analysis |
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Optimization problem for a portfolio with an illiquid asset: Lie group analysis (English)
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9 June 2017
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Lie group analysis
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invariant reductions
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portfolio optimization
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illiquidity
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