Cover Image

Stochastic evaluation of robust portfolios based on hierarchical clustering and worst-case scenarios

Fuente: Redalyc
Saved in:
Bibliographic Details
Main Author: Paulo Rotela Junior
Format: Artículo científico
Language:en
Published: Universidade Estadual de Maringá 2017
Subjects:
Ingeniería
worst state
Sharpe approach
robust optimization
Stochastic optimization
chance constrained programming
Online Access:
Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5 Acceder al recurso 6
Tags: Add Tag
No Tags, Be the first to tag this record!
Be the first to leave a comment!
You must be logged in first

Similar Items