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Chp.4 Lifetime Portfolio Selection Under Uncertainty

Chp.4 Lifetime Portfolio Selection Under Uncertainty. Hai Lin Department of Finance, Xiamen University,361005. 1.Introduction. Examine the combined problem of optimal portfolio selection and consumption rules for individual in a continuous time model.

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764 views • 53 slides

Appointment Systems - a Stochastic and Fluid Approach

Appointment Systems - a Stochastic and Fluid Approach. Michal Penn The William Davidson Faculty of Industrial Engineering and Management Technion - Israel Institute of Technology Joint work with Yossi Luzon and Avishai Mandelbaum January 23, 2008. Appointment Systems.

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348 views • 23 slides

STUDENTS PROBABILITY DAY Weizmann Institute of Science March 28, 2007

STUDENTS PROBABILITY DAY Weizmann Institute of Science March 28, 2007. Queueing Networks with Infinite Virtual Queues An Example, An Application and a Fundamental Question. Yoni Nazarathy (Supervisor: Prof. Gideon Weiss) University of Haifa. 6. 1/4. 1. 2. 3. 3/4. 5. 4.

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188 views • 18 slides

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Finite time horizon - PowerPoint PPT Presentation

Chp.4 Lifetime Portfolio Selection Under Uncertainty

Appointment Systems - a Stochastic and Fluid Approach

STUDENTS PROBABILITY DAY Weizmann Institute of Science March 28, 2007