Use of stochastic and mathematical programming in portfolio theory and practice.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/Ziemba09
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dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/anor/Ziemba09
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/William_T._Ziemba
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foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1007%2Fs10479-008-0441-z
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dc:
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DBLP journals/anor/Ziemba09
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dc:
identifier
DOI doi.org%2F10.1007%2Fs10479-008-0441-z
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dcterms:
issued
2009
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swrc:
journal
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https://dblp.l3s.de/d2r/resource/journals/anor
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rdfs:
label
Use of stochastic and mathematical programming in portfolio theory and practice.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/William_T._Ziemba
>
swrc:
number
1
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swrc:
pages
5-22
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sameAs
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http://bibsonomy.org/uri/bibtexkey/journals/anor/Ziemba09/dblp
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rdfs:
seeAlso
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http://dblp.uni-trier.de/db/journals/anor/anor166.html#Ziemba09
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rdfs:
seeAlso
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https://doi.org/10.1007/s10479-008-0441-z
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dc:
subject
Portfolio theory; Mean-variance analysis; Risk aversion; Utility function; Stochastic programming; Capital growth theory
(xsd:string)
dc:
title
Use of stochastic and mathematical programming in portfolio theory and practice.
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swrc:Article
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volume
166
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