Pages that link to "Item:Q704083"
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The following pages link to Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083):
Displaying 7 items.
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Should you stop investing in a sinking fund when it is sinking? (Q992638) (← links)
- Tracking error: a multistage portfolio model (Q1026537) (← links)
- Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- A Progressive Hedging Approach for Surgery Planning Under Uncertainty (Q2802252) (← links)
- Operational Optimization for Microgrid of Buildings with Distributed Solar Power and Battery (Q5280217) (← links)