Investigation of multistage stochastic portfolio optimization problems (Q508563)
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: Investigation of multistage stochastic portfolio optimization problems |
scientific article; zbMATH DE number 6681566
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Investigation of multistage stochastic portfolio optimization problems |
scientific article; zbMATH DE number 6681566 |
Statements
Investigation of multistage stochastic portfolio optimization problems (English)
0 references
7 February 2017
0 references
portfolio optimization
0 references
risk measure
0 references
asset
0 references
0.8277904391288757
0 references
0.7818768620491028
0 references
0.7813369631767273
0 references
0.7763352394104004
0 references
