Use of stochastic and mathematical programming in portfolio theory and practice
Year of publication: |
2009
|
---|---|
Authors: | Ziemba, William T. |
Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 166.2009, p. 5-22
|
Subject: | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Operations Research | Operations research |
-
Yang, Feng, (2015)
-
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan, (2000)
-
A robust approach to the chance-constrained knapsack problem
Klopfenstein, Olivier, (2008)
- More ...
-
The adventures of a modern renaissance academic in investing and gambling
Ziemba, William T., (2018)
-
A Risk Arbitrage Strategy for Lotteries
Moffitt, Steven D., (2019)
-
Does It Pay to Buy the Pot in the Canadian 6/49 Lotto? Implications for Lottery Design
Moffitt, Steven D., (2019)
- More ...