Stochastic spanning
Stelios Arvanitis, Mark Hallam, Thierry Post, Nikolas Topaloglou
| Year of publication: |
2019
|
|---|---|
| Authors: | Arvanitis, Stelios ; Hallam, Mark ; Post, Thierry ; Topaloglou, Nikolas |
| Subject: | Linear programming | Portfolio choice | Spanning | Stochastic dominance | Subsampling. | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1391099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012178998