Author:
Černý Aleš,Melicherčík Igor
Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference24 articles.
1. Diversification across time;Ayres;Journal of Portfolio Management,2013
2. Information relaxations, duality, and convex stochastic dynamic programs;Brown;Operations Research,2014
3. Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans;Cairns;Journal of Economic Dynamics & Control,2006
4. Characterization of the oblique projector U(VU)†V with application to constrained least squares;Černý;Linear Algebra and Its Applications,2009
5. Černý, A., & Melicherčík, I. (2019). Table of robustness results. https://www.martingales.sk/cerny_melichercik_robustness.html. Accessed: 2019-11-21.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献