On-line portfolio selection using stochastic programming

Journal of Economic Dynamics and Control

Volumn 27, Issue 6, 2003, Pages 1013-1043

  Gaivoronski, Alexei A ^a   Stella, Fabio ^b  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^b UNIVERSITY OF MILANO BICOCCA   (Italy)

Author keywords

On line portfolio selection; Portfolio optimization; Stochastic programming

Indexed keywords

EID: 0037386132     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(02)00053-2     Document Type: Article

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