Multistage multivariate nested distance: An empirical analysis (Q3120384)

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Multistage multivariate nested distance: An empirical analysis
scientific article

    Statements

    title
    Multistage multivariate nested distance: An empirical analysis (English)
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    author
    Sebastiano Vitali
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    published in
    Kybernetika
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    publication date
    1 March 2019
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    zbMATH Keywords
    multistage stochastic optimization
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    nested distance
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    portfolio models
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    Identifiers

    Mathematics Subject Classification ID
    90C15
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    60B05
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    62P05
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    zbMATH DE Number
    7031768
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