Title of article
On-line portfolio selection using stochastic programming
Author/Authors
Alexei A. Gaivoronski، نويسنده , , Fabio Stella، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
31
From page
1013
To page
1043
Keywords
Portfolio optimization , stochastic programming , On-line portfolio selection
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238365
Link To Document