Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
| Year of publication: |
2005
|
|---|---|
| Authors: | Barro, Diana ; Canestrelli, Elio |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 163.2005, 1, p. 217-229
|
| Publisher: |
Elsevier |