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Q4251870 - MaRDI portal

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scientific article; zbMATH DE number 1304957
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English
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scientific article; zbMATH DE number 1304957

    Statements

    author
    Giorgio Consigli
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    Michael A. H. Dempster
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    publication date
    7 August 2000
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    zbMATH Keywords
    multistage stochastic programming
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    portfolio optimization problems
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    assets
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    liabilities
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    investments
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    borrowing decisions
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    describes a project that uses
    CPLEX
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    MSLiP
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    Identifiers

    zbMATH DE Number
    1304957
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