SOLVING DYNAMIC PORTFOLIO PROBLEMS USING STOCHASTIC-PROGRAMMING

Authors
CONSIGLI G DEMPSTER MAH
Citation
G. Consigli et Mah. Dempster, SOLVING DYNAMIC PORTFOLIO PROBLEMS USING STOCHASTIC-PROGRAMMING, Zeitschrift fur angewandte Mathematik und Mechanik, 77, 1997, pp. 535-536
Citations number
12
Categorie Soggetti
Mathematics,"Mathematical Method, Physical Science",Mechanics,Mathematics
Journal title
Zeitschrift fur angewandte Mathematik und Mechanik → ACNP
ISSN journal
00442267
Volume
77
Year of publication
1997
Supplement
2
Pages
535 - 536
Database
ISI
SICI code
0044-2267(1997)77:<535:SDPPUS>2.0.ZU;2-A