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Optimal portfolio allocation o...
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Optimal portfolio allocation of commodity related assets using a controlled forward-backward algorithm
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Bibliographic Details
Main Author:
Ludwig, Stephan Ernst
(Author)
Format:
Book/Monograph
Thesis
Language:
English
Published:
2013
Subjects:
Hochschulschrift
Rohstoffhandel
Stochastische optimale Kontrolle
Portfolio Selection
Online Access:
Author Notes:
vorgelegt von Stephan Ernst Ludwig
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Other Versions (1)
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