Work

On-line portfolio selection using stochastic programming

Year: 2003

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/s0165-1889(02)00053-2

Authors: Alexei A. Gaivoronski, Fabio Stella

Institutions: Norwegian University of Science and Technology, University of Milano-Bicocca

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016192187

FWCI: 2.005

Cites: 35

Cited by: 36

Related to: 10