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Evaluating Portfolio Policies: A Duality Approach.
Martin B. Haugh
Leonid Kogan
Jiang Wang
Published in:
Oper. Res. (2006)
Keyphrases
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decision making
data structure
portfolio selection
portfolio management
information retrieval
learning algorithm
optimal policy
neural network
data mining
machine learning
genetic algorithm
image processing
dynamic programming
linear programming
transaction costs