A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (Q2926492): Difference between revisions

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Property / author: Gerhard-Wilhelm Weber / rank
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Property / full work available at URL: https://doi.org/10.1080/02331934.2014.895900 / rank
 
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Latest revision as of 05:52, 9 July 2024

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A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS
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    A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (English)
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    24 October 2014
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    multi-stage stochastic portfolio optimization
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    airline company
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    stochastic differential equations
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    correlated geometric Brownian motion
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    Monte Carlo simulation
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