Multistage portfolio optimization with stocks and options-Reference-Cited by-同舟云学术

Multistage portfolio optimization with stocks and options

Published:2015-04-30 Issue:3 Volume:23 Page:593-622
ISSN:0969-6016
Container-title:International Transactions in Operational Research
language:en
Short-container-title:Intl. Trans. in Op. Res.

Author:

Davari-Ardakani Hamed¹,Aminnayeri Majid²,Seifi Abbas²

Affiliation:

1. Department of Industrial Engineering; Faculty of Engineering; Kharazmi University; Tehran Iran

2. Department of Industrial Engineering and Management Systems; Amirkabir University of Technology; Tehran Iran

Publisher

Wiley

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management,Computer Science Applications,Business and International Management

Reference46 articles.

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5. Stochastic programming method for multiperiod consumption and investment problems with transactions costs;Chen;Journal of Systems Science and Complexity,2004

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