Browsing PAUSTI by Author "IRAKOZE, Ir `ene"

Browsing PAUSTI by Author "IRAKOZE, Ir `ene"

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  • IRAKOZE, Ir `ene (JKUAT-PAUSTI, 2018-12-04)
    The joint task of optimal portfolio selection and bank capital adequacy management is a real and challenging problem to portfolio managers in the banking industry. In this work, we investigate the problem of optimal ...

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