On-line portfolio selection using stochastic programming
type: Item
instance of: scholarly article
title: On-line portfolio selection using stochastic programming
zbMATH Open document ID: 1178.91177
DOI: 10.1016/S0165-1889(02)00053-2
author: Alexei Gaivoronski
author: Fabio Stella
publication date: 2008-10-24T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5356609
zbMATH Keywords: portfolio optimization
zbMATH Keywords: stochastic programming
zbMATH Keywords: on-line portfolio selection
describes a project that uses: Matlab
MaRDI profile type: Publication
Wikidata QID: Q62048176
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5356609