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Q4428688 - MaRDI portal

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scientific article; zbMATH DE number 1984255
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English
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scientific article; zbMATH DE number 1984255

    Statements

    author
    Stein-Erik Fleten
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    Stein W. Wallace
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    William T. Ziemba
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    publication date
    22 September 2003
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    zbMATH Keywords
    stochastic programming
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    risk management
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    deregulated markets
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    portfolio models scenario generation
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    Identifiers

    Mathematics Subject Classification ID
    90C15
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    91B28
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    91B74
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    zbMATH DE Number
    1984255
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