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~accessRights:"restricted"
~person:"Petrová, Barbora"
~subject:"Mathematical programming"
~subject:"Mean Reversion"
~subject:"Portfolio-Investition"
~subject:"Prospect Theory"
~subject:"USA"
~type_genre:"Konferenzbeitrag"
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Multistage portfolio optimization problem
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Multistage portfolio optimization with multivariate dominance constraints
Petrová, Barbora
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011993411
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