A dynamic stochastic programming model for international portfolio management

DOI10.1016/j.ejor.2005.07.035zbMath1129.90041MaRDI QIDQ2464234

Hercules Vladimirou, Stavros A. Zenios, Nikolas Topaloglou

Publication date: 10 December 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.07.035

zbMATH Keywords

stochastic programming; scenarios; risk management; international portfolios

Mathematics Subject Classification ID

90C15: Stochastic programming

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Uses Software

• GAMS

Cites Work

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