Robust generalized Merton-type financial portfolio models with generalized utility (Q6148775)
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scientific article; zbMATH DE number 7801429
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English | Robust generalized Merton-type financial portfolio models with generalized utility |
scientific article; zbMATH DE number 7801429 |
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Robust generalized Merton-type financial portfolio models with generalized utility (English)
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8 February 2024
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dynamic programming
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multiple criteria decision making
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Merton's portfolio model
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set-valued utility
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robust optimization
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