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Multi-period power utility optimization under stock return predictability.
Taras Bodnar
Dmytro Ivasiuk
Nestor Parolya
Wolfgang Schmid
Published in:
Comput. Manag. Sci. (2023)
Keyphrases
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multi period
production planning
planning horizon
facility location problem
optimization problems
routing problem
global optimization
lot sizing
data envelopment analysis
total cost
special case
utility function
integer programming