A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS-Reference-Cited by-同舟云学术

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A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS

Published:2014-03-10 Issue:12 Volume:63 Page:1817-1835
ISSN:0233-1934
Container-title:Optimization
language:en
Short-container-title:Optimization

Author:

Kalayci E.,Gaygisiz E.,Weber G.-W.

Publisher

Informa UK Limited

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://www.tandfonline.com/doi/pdf/10.1080/02331934.2014.895900

Reference28 articles.

1. Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry

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