Pages that link to "Item:Q953641"
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The following pages link to Simulation and optimization approaches to scenario tree generation (Q953641):
Displayed 9 items.
- Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
- A general framework for multistage mean-variance post-tax optimization (Q940838) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- Solving dynamic stochastic economic models by mathematical programming decomposition methods (Q2384600) (← links)
- A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) (← links)
- A new moment matching algorithm for sampling from partially specified symmetric distributions (Q2517789) (← links)
- Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
- Tax impact on multi-stage mean-variance portfolio allocation (Q3157995) (← links)