Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255)
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scientific article; zbMATH DE number 6901392
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| English | Multiperiod portfolio investment using stochastic programming with conditional value at risk |
scientific article; zbMATH DE number 6901392 |
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Multiperiod portfolio investment using stochastic programming with conditional value at risk (English)
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11 July 2018
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multiperiod portfolio investment
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stochastic programming
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conditional value at risk
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moment matching
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superior predictive ability
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0.7422652244567871
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0.7390446662902832
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0.7388238906860352
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0.7387603521347046
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