Multi-period stochastic portfolio optimization: Block-separable decomposition
| Year of publication: |
2007
|
|---|---|
| Authors: | Edirisinghe, N.C.P. ; Patterson, E.I. |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 152.2007, p. 367-394
|