Multi-period stochastic portfolio optimization: block-separable decomposition
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Publication:2480253
DOI10.1007/s10479-006-0129-1zbMath1132.91462OpenAlexW1999402781MaRDI QIDQ2480253
E. I. Patterson, N. Chanaka P. Edirisinghe
Publication date: 31 March 2008
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-006-0129-1
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Cites Work
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