Stochastic programming approximations using limited moment information, with application to asset allocation (Q3001272)
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scientific article; zbMATH DE number 5901805
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| English | Stochastic programming approximations using limited moment information, with application to asset allocation |
scientific article; zbMATH DE number 5901805 |
Statements
Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation (English)
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31 May 2011
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two-stage linear program with fixed resource
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financial asset allocation
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0.7951597571372986
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0.7943092584609985
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0.7934852242469788
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0.7932240962982178
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0.7928078770637512
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