Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
| Year of publication: |
2005
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|---|---|
| Authors: | Barro, Diana ; Canestrelli, Elio |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 163.2005, 1, p. 217-229
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