SG-portfolio test problems for stochastic multistage linear programming
K. Frauendorfer ..
| Year of publication: |
1996
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|---|---|
| Other Persons: | Frauendorfer, Karl (contributor) |
| Published in: |
Selected papers of the Symposium on Operations Research (SOR'95) : Passau, September 13 - September 15, 1995. - Berlin [u.a.] : Springer, ISBN 3-540-60806-0. - 1996, p. 102-107
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| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001318177