Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547)
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scientific article; zbMATH DE number 5570693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Use of stochastic and mathematical programming in portfolio theory and practice |
scientific article; zbMATH DE number 5570693 |
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Use of stochastic and mathematical programming in portfolio theory and practice (English)
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25 June 2009
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portfolio theory
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mean-variance analysis
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risk aversion
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utility function
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stochastic programming
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capital growth theory
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