Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multiperiod portfolio investment using stochastic programming with conditional value at risk |
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
