A stochastic programming approach for multi-period portfolio optimization
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Publication:2271799
DOI10.1007/s10287-008-0089-9zbMath1171.90482OpenAlexW2048391931MaRDI QIDQ2271799
Michael Hanke, Alois Geyer, Alex Weissensteiner
Publication date: 4 August 2009
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-008-0089-9
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