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Optimal Portfolios with End-of-Period Target.

Hiroshi ShiraishiHiroaki OgataTomoyuki AmanoValentin PatileaDavid VeredasMasanobu Taniguchi
Published in: Adv. Decis. Sci. (2012)
Keyphrases
  • worst case
  • target tracking
  • optimal capacity
  • sufficiently small
  • database
  • data sets
  • neural network
  • search algorithm
  • dynamic programming
  • closed form
  • optimal strategy
  • finding optimal