Portfolio selection using multistage stochastic programming (Q1975982)
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scientific article; zbMATH DE number 1441923
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection using multistage stochastic programming |
scientific article; zbMATH DE number 1441923 |
Statements
Portfolio selection using multistage stochastic programming (English)
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8 May 2000
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portfolio selection
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mean-variance optimization
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stochastic multistage programming
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0.8475565910339355
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0.8448235988616943
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0.8331583142280579
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