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Portfolio Selection Using Multi-Stage Stochastic Programming

Karl Frauendorfer & Heiko Siede

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abstract
   
type journal paper
   
keywords
   
language English
kind of paper journal article
date of appearance 1999
journal Central European Journal of Operations Research
publisher Springer-Verlag (New York, USA)
ISSN 1435-246X
volume of journal 7
number of issue 4
page(s) 277-289
review not reviewed
   
citation Frauendorfer, K., & Siede, H. (1999). Portfolio Selection Using Multi-Stage Stochastic Programming. Central European Journal of Operations Research, 7(4), 277-289.