Stochastic model predictive control and portfolio optimization
Year of publication: |
2007
|
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Authors: | Herzog, Florian ; Dondi, Gabriel ; Geering, Hans P. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 2, p. 203-233
|
Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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