scientific article; zbMATH DE number 2065134

zbMATH Open1069.91049MaRDI QIDQ4459798FDOQ4459798

Berç Rustem, Nalân Gülpinar, Reuben Settergren

Publication date: 18 May 2004

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

zbMATH Keywords

quadratic programmingportfolio management

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (8)

• Term structure models in multistage stochastic programming: Estimation and approximation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Tax impact on multi-stage mean-variance portfolio allocation
• Multi-period portfolio optimization with linear control policies
• Stochastic programming in financial modelling
• Discrete Algorithms for Multivariate Financial Calculus
• Large-scale financial planning via a partially observable stochastic dual dynamic programming framework

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