Robust Modeling of Multi-Stage Portfolio Problems
作者： Aharon Ben-Tal , Tamar Margalit , Arkadi Nemirovski
DOI: 10.1007/978-1-4757-3216-0_12
关键词:
摘要: In the paper, we develop, discuss and illustrate by simulated numerical results a new model of multi-stage asset allocation problem. The is given methodology for optimization under uncertainty — Robust Counterpart approach.
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sci-hub.se 参考文章(4)
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