The AURORA financial management system: Model and parallel implementation design
From MaRDI portal
Publication:5933835
DOI10.1023/A:1019297118383zbMath0990.90053MaRDI QIDQ5933835
Artur Świȩtanowski, Engelbert J. Dockner, H. Moritsch, Georg Ch. Pflug
Publication date: 14 June 2001
Published in: Annals of Operations Research (Search for Journal in Brave)
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Goal-based investing based on multi-stage robust portfolio optimization ⋮ Multiperiod mean-variance efficient portfolios with endogenous liabilities ⋮ Twenty years of linear programming based portfolio optimization ⋮ Multiscale stochastic optimization: modeling aspects and scenario generation
This page was built for publication: The AURORA financial management system: Model and parallel implementation design
