Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance

DOI10.1080/14697688.2021.2013621OpenAlexW4210265063MaRDI QIDQ5068068

No author found.

Publication date: 5 April 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2021.2013621

Mathematics Subject Classification ID

Conference proceedings and collections of articles (00Bxx)

Cites Work

• Distributionally robust portfolio optimization with linearized STARR performance measure
• Lifetime consumption and investment with housing, deferred annuities and home equity release

This page was built for publication: Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance