scientific article

zbMath1201.90142MaRDI QIDQ3585654

MacHiel F. Kruger, Helgard Raubenheimer

Publication date: 20 August 2010

Full work available at URL: https://eudml.org/doc/196977

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic programmingportfolio optimizationliquid assets

Mathematics Subject Classification ID

Stochastic programming (90C15) Financial applications of other theories (91G80) Financial and insurance mathematics (aspects of mathematics education) (97M30)

Cites Work

• Generating Scenario Trees for Multistage Decision Problems
• Lectures on Stochastic Programming
• Scenario generation and stochastic programming models for asset liability management
• Unnamed Item

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