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scientific article; zbMATH DE number 5066281
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scientific article; zbMATH DE number 5066281

    Statements

    author
    Miklós Rásonyi
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    Łukasz Stettner
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    publication date
    23 October 2006
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    zbMATH Keywords
    utility function
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    portfolio optimization
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    dynamic programming
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G80
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    91B16
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    zbMATH DE Number
    5066281
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