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
Pages
13
From page
217
To page
229
Keywords
Progressive Hedging Algorithm , Maximum principle , Dynamic portfolio , Scenarios , stochastic programming
Journal title
European Journal of Operational Research
Serial Year
2005
Journal title
European Journal of Operational Research
Record number
215364
Link To Document