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"A stochastic programming approach for multi-period portfolio optimization."

Alois Geyer, Michael Hanke, Alex Weissensteiner (2009)

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DOI: 10.1007/S10287-008-0089-9

access: closed

type: Journal Article

metadata version: 2020-05-10

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  - journals/cms/GeyerHW09
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Alois Geyer, Michael Hanke, Alex Weissensteiner:
A stochastic programming approach for multi-period portfolio optimization. Comput. Manag. Sci. 6(2): 187-208 (2009)

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