Multi-stage stochastic linear programs for portfolio optimization (Q1313141): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q89045234, #quickstatements; #temporary_batch_1705751991639 |
||
Property / Wikidata QID | |||
Property / Wikidata QID: Q89045234 / rank | |||
Normal rank |
Revision as of 14:00, 20 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multi-stage stochastic linear programs for portfolio optimization |
scientific article |
Statements
Multi-stage stochastic linear programs for portfolio optimization (English)
0 references
26 January 1994
0 references
multi-period portfolio optimization
0 references
multi-stage stochastic linear programs
0 references
Benders decomposition
0 references
importance sampling
0 references