An interactive approach to stochastic programming-based portfolio optimization (Q342781)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An interactive approach to stochastic programming-based portfolio optimization |
scientific article |
Statements
An interactive approach to stochastic programming-based portfolio optimization (English)
0 references
18 November 2016
0 references
portfolio optimization
0 references
stochastic programming
0 references
interactive weighted Tchebycheff procedure
0 references