Stochastic nonstationary optimization for finding universal portfolios (Q5933855)
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scientific article; zbMATH DE number 1604621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic nonstationary optimization for finding universal portfolios |
scientific article; zbMATH DE number 1604621 |
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Stochastic nonstationary optimization for finding universal portfolios (English)
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14 June 2001
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constant rebalanced portfolios
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optimal growth
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stochastic programming
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nonstationary optimization
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