A Stochastic Programming Approach for Multi-Period Portfolio Optimization

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Reference

Geyer, A., Hanke, M., & Weissensteiner, A. (2009). A Stochastic Programming Approach for Multi-Period Portfolio Optimization. Computational Management Science, 6(2), 187-208. (ABDC_2016: B; ABDC_2019: B; ABS_2018: 1; ABS_2021: 1)

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Finance