"Dynamic portfolio optimization: Time decomposition using the Maximum ..."

Diana Barro, Elio Canestrelli (2005)

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DOI: 10.1016/J.EJOR.2004.01.012

access: closed

type: Journal Article

metadata version: 2020-02-21

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Diana Barro, Elio Canestrelli:
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach. Eur. J. Oper. Res. 163(1): 217-229 (2005)

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