Narrative-based robust stochastic optimization
Rik Klerkx, Antoon Pelsser
| Year of publication: |
2022
|
|---|---|
| Authors: | Klerkx, Rik ; Pelsser, Antoon André Jean |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 196.2022, p. 266-277
|
| Subject: | Fixed income | Narratives | Optimization | Portfolio construction | Scenarios | Uncertainty | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Anleihe | Bond | Mathematische Optimierung | Mathematical programming | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2022.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013375239