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Multi-period stochastic portfolio optimization: Block-separable decomposition

✍ Scribed by N. C. P. Edirisinghe; E. I. Patterson

Publisher: Springer US
Year: 2006
Tongue: English
Weight: 806 KB
Volume: 152
Category: Article
ISSN: 0254-5330
DOI: 10.1007/s10479-006-0129-1

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