Title of article :
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
Author/Authors :
Diana Barro، نويسنده , , Elio Canestrelli، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Progressive Hedging Algorithm , Maximum principle , Dynamic portfolio , Scenarios , stochastic programming
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
