Sample average approximation of expected value constrained stochastic programs
Wei Wang; Shabbir Ahmed
| Year of publication: |
2008
|
|---|---|
| Authors: | Wang, Wei ; Ahmed, Shabbir |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 36.2008, 5, p. 515-519
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Operations Research | Operations research |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003786740