Horizon and stages in applications of stochastic programming in finance

Annals of Operations Research

Volumn 142, Issue 1, 2006, Pages 63-78

  Bertocchi, Marida ^a   Moriggia, Vittorio ^a   Dupačová, Jitka ^b  

^a Department of Mathematics Statistics Informatics and Applications ^*  (Italy)

^b CHARLES UNIVERSITY   (Czech Republic)

Author keywords

Bond portfolio management; Horizon; Stages; Stochastic dynamic optimization

Indexed keywords

EID: 33644664386     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-006-6161-3     Document Type: Conference Paper

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