Portfolio optimization via stochastic programming: Methods of output analysis (Q1809498)
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scientific article; zbMATH DE number 1370334
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Portfolio optimization via stochastic programming: Methods of output analysis |
scientific article; zbMATH DE number 1370334 |
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Portfolio optimization via stochastic programming: Methods of output analysis (English)
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25 November 1999
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portfolio optimization
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stochastic programming
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stability
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post-optimality
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worst-case analysis
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0.7984952926635742
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0.7964394092559814
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