Multi-stage stochastic model in portfolio selection problem (Q5023481)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multi-stage stochastic model in portfolio selection problem |
scientific article; zbMATH DE number 7461945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-stage stochastic model in portfolio selection problem |
scientific article; zbMATH DE number 7461945 |
Statements
Multi-stage stochastic model in portfolio selection problem (English)
0 references
21 January 2022
0 references
portfolio
0 references
multi-period investment
0 references
risk measures
0 references
genetic algorithm
0 references
0 references
0 references
0 references
0.8302454948425293
0 references
0.8145236372947693
0 references
0.7935623526573181
0 references
0.7876583933830261
0 references
0.7815782427787781
0 references