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Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach

✍ Scribed by Diana Barro; Elio Canestrelli

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Pontryagin Maximum Principle and Tra

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Calculation of the relaxation times and

✍ V.N. Pokrovskii; V.S. Volkov 📂 Article 📅 1978 🏛 Elsevier Science ⚖ 391 KB