مرکز منطقه ای اطلاع رساني علوم و فناوري - On-line portfolio selection using stochastic programming

Title of article :

On-line portfolio selection using stochastic programming

Author/Authors :

Alexei A. Gaivoronski، نويسنده , , Fabio Stella، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

1013

To page :

1043

Keywords :

Portfolio optimization , stochastic programming , On-line portfolio selection

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2003

Journal title :

Journal of Economic Dynamics and Control

Record number :

238365

Link To Document :