Asset liability management under sequential stochastic dominance constraints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Consigli, Giorgio, Dentcheva, Darinka, Maggioni, Francesca, Micheli, Giovanni
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.16486