Dynamic Portfolio Execution and Information Relaxations (Q2940762)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Portfolio Execution and Information Relaxations |
scientific article |
Statements
Dynamic Portfolio Execution and Information Relaxations (English)
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20 January 2015
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portfolio execution
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suboptimal control
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duality
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information relaxations
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