On two-stage portfolio allocation problems with affine recourse

Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05

Volumn 2005, Issue , 2005, Pages 8042-8047

  Calafiore, Giuseppe ^a   Campi, Marco C ^b  

^a POLITECNICO DI TORINO   (Italy)

^b UNIVERSITY OF BRESCIA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATION THEORY; PUBLIC POLICY; STOCHASTIC PROGRAMMING;

FINANCIAL PORTFOLIOS; PROBLEM FORMULATION; RECOURSE POLICY;

PROBLEM SOLVING;

EID: 33847189978     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2005.1583463     Document Type: Conference Paper

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