Stochastic programming in financial modelling

MaRDI QIDQ2850281zbMATH OpenFDO

Authors O. A. Galkina

Publication date 26 September 2013

Published in Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

correlationcovarianceportfolioasset

Mathematics Subject Classification ID

Portfolio theory (91G10) Stochastic programming (90C15)

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