Abstract
The objective of this work was the analysis of dynamic decision models under conditions of uncertainty in the area of investment and portfolio theory. General approaches in this field often did not go beyond the formulation of the model and the statement of the value functions of dynamic programming. Therefore, in most parts of the work we concentrated on models with only two actions; we concentrated on so-called binary models.
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© 1988 Springer-Verlag Berlin Heidelberg
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Jammernegg, W. (1988). Concluding Remarks. In: Sequential Binary Investment Decisions. Lecture Notes in Economics and Mathematical Systems, vol 313. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46646-5_5
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DOI: https://doi.org/10.1007/978-3-642-46646-5_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-50034-6
Online ISBN: 978-3-642-46646-5
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