An interactive approach to stochastic programming-based portfolio optimization
Year of publication: |
October 2016
|
---|---|
Authors: | Köksalan, Murat ; Tuncer Şakar, Ceren |
Published in: |
Multiple criteria decision making and economics. - New York, NY, USA : Springer. - 2016, p. 47-66
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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