Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach

Diana Barro () and Elio Canestrelli

European Journal of Operational Research, 2005, vol. 163, issue 1, pages 217-229

Date: 2005
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European Journal of Operational Research is edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

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