A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS
type: Item
instance of: scholarly article
title: A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS
zbMATH Open document ID: 1334.60120
DOI: 10.1080/02331934.2014.895900
author: Elem Güzel Kalaycı
author: Esma Gaygısız
author: Gerhard-Wilhelm Weber
published in: Optimization
publication date: 2014-10-24T00:00:00Z
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60C05
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6361531
zbMATH Keywords: multi-stage stochastic portfolio optimization
zbMATH Keywords: airline company
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: correlated geometric Brownian motion
zbMATH Keywords: Monte Carlo simulation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/02331934.2014.895900
OpenAlex ID: W1974543664
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description: scientific article; zbMATH DE number 6361531