scientific article; zbMATH DE number 5521113
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Publication:3607025
zbMATH Open1164.91323MaRDI QIDQ3607025FDOQ3607025
Authors: Taras Bodnar 
Publication date: 28 February 2009
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Cited In (5)
- Global-asset portfolio decision optimization with random parameters in the framework of LQ theory
- The classification of parametric choices under uncertainty: analysis of the portfolio choice problem
- Optimal asset allocation: risk and information uncertainty
- Optimal portfolio and confidence set
- Bi-objective reliability based optimization: an application to investment analysis
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