Multiperiod Stock Allocation via Robust Optimization

Management Science - United States
doi 10.1287/mnsc.2017.2969
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Related search

Robust Static Attitude Determination via Robust Optimization

IFAC Proceedings Volumes
2011English

Robust Advertisement Allocation

2017English

Robust Multiperiod Portfolio Management in the Presence of Transaction Costs

Computers and Operations Research
Management ScienceSimulationComputer ScienceOperations ResearchModeling
2008English

Mean-Risk Optimization of Electricity Portfolios Using Multiperiod Polyhedral Risk Measures

2005English

UAV-aided Networks With Optimization Allocation via Artificial Bee Colony With Intellective Search

Eurasip Journal on Wireless Communications and Networking
Computer NetworksComputer Science ApplicationsSignal ProcessingCommunications
2020English

Hedging Renewable Energy Sales in the Brazilian Contract Market via Robust Optimization

English

Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set

INFORMS Journal on Computing
Management ScienceComputer Science ApplicationsInformation SystemsOperations ResearchSoftware
2016English

Robust Optimization Through Neuroevolution

PLoS ONE
Multidisciplinary
2019English

Robust Econometric Inference for Stock Return Predictability

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy