On-line portfolio selection using stochastic programming (Q951342): Difference between revisions

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+Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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+Formulation of the Russell-Yasuda Kasai Financial Planning Model
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+Dynamic stochastic programming for asset-liability management
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+Multi-stage stochastic linear programs for portfolio optimization
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+An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules
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+On-line portfolio selection using stochastic programming
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+ASYMPTOTICALLY OPTIMAL PORTFOLIOS
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