Listagem FGV EESP - CDEE: Teses, Doutorado em Economia de Empresas por Assunto "Programação estocástica"
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Long-term asset allocation based on stochastic multistage multi-objective portfolio optimization
2016-08-19Multi-Period Stochastic Programming (MSP) offers an appealing approach to identity optimal portfolios, particularly over longer investment horizons, because it is inherently suited to handle uncertainty. Moreover, it ...


