"Multi-stage stochastic linear programs for portfolio optimization."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

George B. Dantzig, Gerd Infanger (1993)

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DOI: 10.1007/BF02282041

access: closed

type: Journal Article

metadata version: 2020-08-13

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George B. Dantzig, Gerd Infanger:
Multi-stage stochastic linear programs for portfolio optimization. Ann. Oper. Res. 45(1): 59-76 (1993)

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