scientific article; zbMATH DE number 2065133

zbMATH Open1069.91057MaRDI QIDQ4459797FDOQ4459797

Authors: John M. Mulvey, Koray D. Simsek 

Publication date: 18 May 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

financial optimizationasset and liability managementmulti-stage investment models

Mathematics Subject Classification ID

Cited In (2)

• A tree-weighting approach to sequential decision problems with multiplicative loss
• Rebalance Your Portfolio Without Selling

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