Pages that link to "Item:Q363597"
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The following pages link to Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597):
Displaying 4 items.
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
