Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period stochastic portfolio optimization: block-separable decomposition |
scientific article |
Statements
Multi-period stochastic portfolio optimization: block-separable decomposition (English)
0 references
31 March 2008
0 references
portfolio optimization
0 references
stochastic multistage programming
0 references
nested decomposition
0 references
block-separable recourse
0 references
0 references
0 references
0 references
