On-line portfolio selection using stochastic programming
| Year of publication: |
2003
|
|---|---|
| Authors: | Gaivoronski, Alexei A. ; Stella, Fabio |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 6, p. 1013-1043
|
| Publisher: |
Elsevier |