Dynamic capital allocation with reallocation cost
Ermo Chen, Lan Wu, Jingyi He
| Year of publication: |
2024
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|---|---|
| Authors: | Chen, Ermo ; Wu, Lan ; He, Jingyi |
| Published in: |
Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research. - Amsterdam [u.a.] : Elsevier Science, ISSN 0167-6377, ZDB-ID 1467065-3. - Vol. 54.2024, Art.-No. 107114, p. 1-8
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| Subject: | Dynamic capital allocation | Performance measurement | Reallocation cost | Stochastic constraints | Allokation | Allocation | Theorie | Theory | Performance-Messung |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2024.107114 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049300