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"Multistage portfolio optimization with stocks and options."

Hamed Davari-Ardakani, Majid Aminnayeri, Abbas Seifi (2016)

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DOI: 10.1111/ITOR.12174

access: closed

type: Journal Article

metadata version: 2020-07-09

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Hamed Davari-Ardakani, Majid Aminnayeri, Abbas Seifi:
Multistage portfolio optimization with stocks and options. Int. Trans. Oper. Res. 23(3): 593-622 (2016)

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