Goal-based investing with goal postponement: multistage stochastic mixed-integer programming approach
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| Vydané v: | Annals of operations research |
|---|---|
| Hlavní autori: | , , , , |
| Médium: | Journal Article |
| Jazyk: | English |
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30.08.2024
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| ISSN: | 0254-5330, 1572-9338 |
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| Author | Bae, Sanghyeon Kim, Woo Chang Lee, Yongjae Kim, Jang Ho Fabozzi, Frank J. |
|---|---|
| Author_xml | – sequence: 1 givenname: Sanghyeon orcidid: 0000-0002-8862-7363 surname: Bae fullname: Bae, Sanghyeon – sequence: 2 givenname: Yongjae orcidid: 0000-0002-5411-4340 surname: Lee fullname: Lee, Yongjae – sequence: 3 givenname: Woo Chang orcidid: 0000-0001-8385-9598 surname: Kim fullname: Kim, Woo Chang – sequence: 4 givenname: Jang Ho orcidid: 0000-0003-0844-2842 surname: Kim fullname: Kim, Jang Ho – sequence: 5 givenname: Frank J. orcidid: 0000-0002-2827-1465 surname: Fabozzi fullname: Fabozzi, Frank J. |
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