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~isPartOf:"Application of operations research to financial markets"
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Conditional value-at-risk constraints
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Dynamic asset allocation
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Dynamic programming
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Dynamische Optimierung
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Application of operations research to financial markets
European journal of operational research : EJOR
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Operations research letters
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Interfaces : the INFORMS journal on the practice of operations research
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Computational optimization and logistics challenges in industrial applications
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi
;
Silva, Thuener
;
Poggi, Marcus
- In:
Application of operations research to financial markets
,
(pp. 379-405)
.
2019
Persistent link: https://www.econbiz.de/10012160031
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