Multi-stage stochastic model in portfolio selection problem (Q5023481)
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scientific article; zbMATH DE number 7461945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-stage stochastic model in portfolio selection problem |
scientific article; zbMATH DE number 7461945 |
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Multi-stage stochastic model in portfolio selection problem (English)
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21 January 2022
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portfolio
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multi-period investment
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risk measures
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genetic algorithm
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0.8302454948425293
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0.8145236372947693
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0.7935623526573181
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0.7876583933830261
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0.7815782427787781
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