Robust Portfolio Control with Stochastic Factor Dynamics

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Publication:5166253

DOI10.1287/opre.2013.1180zbMath1291.91192OpenAlexW3123903722MaRDI QIDQ5166253

Paul Glasserman, Xingbo Xu

Publication date: 26 June 2014

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: http://pubsonline.informs.org/doi/abs/10.1287/opre.2013.1180




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