A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875): Difference between revisions
From MaRDI portal
Latest revision as of 09:21, 14 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A multistage stochastic programming framework for cardinality constrained portfolio optimization |
scientific article |
Statements
A multistage stochastic programming framework for cardinality constrained portfolio optimization (English)
0 references
15 September 2017
0 references
multistage stochastic programming
0 references
multi-period portfolio optimization
0 references
cardinality constraint
0 references
random walk
0 references
single index model
0 references
0 references
0 references