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A Generalized Problem of Optimal Selection and Assignment

โœ Scribed by Mitsushi Tamaki


Book ID
123687209
Publisher
INFORMS
Year
1986
Tongue
English
Weight
305 KB
Volume
34
Category
Article
ISSN
0030-364X

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โœ Koen Van Weert; Jan Dhaene; Marc Goovaerts ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 284 KB

In this paper we discuss multiperiod portfolio selection problems related to a specific provisioning problem. Our results are an extension of Dhaene et al. (2005) [14], where optimal constant mix investment strategies are obtained in a provisioning and savings context, using an analytical approach b