Open AccessA Stochastic Programming Approach for Multi-Period Portfolio Optimization
Author(s) -
Narela Bajram,
Mehmet Can
Publication year - 2012
Publication title -
southeast europe journal of soft computing
Language(s) - English
Resource type - Journals
ISSN - 2233-1859
DOI - 10.21533/scjournal.v1i2.60
Subject(s) - transaction cost , portfolio , stochastic programming , stochastic investment model , investment portfolio , portfolio optimization , computer science , investment (military) , asset (computer security) , database transaction , mathematical optimization , period (music) , asset allocation , economics , microeconomics , financial economics , mathematics , programming language , computer security , politics , political science , law , physics , acoustics