Game Theoretical Approach for Reliable Enhanced Indexation
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Publication:4691960
DOI10.1287/deca.1120.0239zbMath1398.91531MaRDI QIDQ4691960
Publication date: 24 October 2018
Published in: Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/deca.1120.0239
90C25: Convex programming
91A15: Stochastic games, stochastic differential games
91G10: Portfolio theory
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