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Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach.

Xing JinDan LuoXudong Zeng
Published in: Math. Oper. Res. (2018)
Keyphrases
  • asset allocation
  • decision making
  • portfolio management
  • optimization algorithm
  • optimization method
  • genetic algorithm
  • simulated annealing
  • optimization problems
  • linear programming
  • multiple objectives