Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255)
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scientific article; zbMATH DE number 6901392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod portfolio investment using stochastic programming with conditional value at risk |
scientific article; zbMATH DE number 6901392 |
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Multiperiod portfolio investment using stochastic programming with conditional value at risk (English)
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11 July 2018
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multiperiod portfolio investment
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stochastic programming
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conditional value at risk
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moment matching
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superior predictive ability
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