The Multi-Objective Alternative Assets Investment Optimization Model on Sovereign Wealth Funds Based on Risk Control
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Publication:3112561
DOI10.1007/978-3-642-19695-9_10zbMath1229.90188OpenAlexW142674773MaRDI QIDQ3112561
Publication date: 11 January 2012
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-19695-9_10
real optionalternative assetsmodified DEmulti-project-multiple-itemsovereign wealth fundsstochastic chance-constrained
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