Application of the procedure of stochastic optimization to the problem of finding optimal portfolio (Q2850851)
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scientific article; zbMATH DE number 6213071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of the procedure of stochastic optimization to the problem of finding optimal portfolio |
scientific article; zbMATH DE number 6213071 |
Statements
1 October 2013
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stochastic optimization
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portfolio problem
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Markowitz model
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Application of the procedure of stochastic optimization to the problem of finding optimal portfolio (English)
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