MULTI-PERIOD STOCHASTIC PROGRAMMING MODEL FOR STATE-DEPENDENT ASSET ALLOCATION WITH CVAR
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 2015
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.58.307