A stochastic approach to asset selection process

zbMATH Open1247.91210MaRDI QIDQ2910587FDOQ2910587

Authors: Ken Li, Serhat Yildiz 

Publication date: 11 September 2012

Published in: Far East Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/6654.htm

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zbMATH Keywords

asset allocationstochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Financial applications of other theories (91G80)

Cited In (1)

• A two-asset stochastic model for long-term portfolio selection

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