Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255): Difference between revisions
From MaRDI portal
Latest revision as of 02:02, 11 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multiperiod portfolio investment using stochastic programming with conditional value at risk |
scientific article |
Statements
Multiperiod portfolio investment using stochastic programming with conditional value at risk (English)
0 references
11 July 2018
0 references
multiperiod portfolio investment
0 references
stochastic programming
0 references
conditional value at risk
0 references
moment matching
0 references
superior predictive ability
0 references
0 references
0 references