A Stochastic Programming Approach for Multi-Period Portfolio Optimization

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_2022: B; ABS_2021: 1)

Publication type

Article in Scientific Journal

Persons

• Prof. Dr. Michael Hanke

Organizational Units

• Institute for Financial Services
• Chair in Finance