Multi-period stochastic programming model for state-dependent asset allocation with CVaR (Q2799655)
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scientific article; zbMATH DE number 6568455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period stochastic programming model for state-dependent asset allocation with CVaR |
scientific article; zbMATH DE number 6568455 |
Statements
13 April 2016
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investment
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stochastic optimization
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multi-period asset allocation
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simulation
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Multi-period stochastic programming model for state-dependent asset allocation with CVaR (English)
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