Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders (Q2957704)

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Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders
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    Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders (English)
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    27 January 2017
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    convex polyhedron
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    equilibrium points
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    financial instruments
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    integer programming
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    linear programming
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    mixed programming
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    price-taking traders
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    random variable probability distribution
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    two-person games on sets of disjoint player strategies
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