An Exact Solution Approach for Portfolio Optimization Problems under Stochastic and Integer Constraints
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Stochastic Programming E-Print Series ; 1
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Humboldt-Universität zu Berlin
- (when)
-
2007
- Creator
-
Bonami, P.
Lejeune, M.A.
- DOI
-
10.18452/8373
- URN
-
urn:nbn:de:kobv:11-110-18452/9025-6
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:56 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Bonami, P.
- Lejeune, M.A.
- Humboldt-Universität zu Berlin
Time of origin
- 2007
Other Objects (12)
On Stochastic Integer Programming under Probabilistic Constraints
Portfolio optimization with stochastic dominance constraints
Exact mixed-integer programming
Decision making with dominance constraints in two-stage stochastic integer programming
A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
Second-Order Stochastic Dominance Constraints Induced by Mixed-Integer Linear Recourse
Stochastic integer programming
Multistage Stochastic Integer Programs
Multistage stochastic integer programs
Exact primal algorithms for general integer and mixed integer linear programs
Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios
On Stochastic Integer Programming under Probabilistic Constraints
Portfolio optimization with stochastic dominance constraints
Exact mixed-integer programming
Decision making with dominance constraints in two-stage stochastic integer programming
A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
Second-Order Stochastic Dominance Constraints Induced by Mixed-Integer Linear Recourse
Stochastic integer programming
Multistage Stochastic Integer Programs
Multistage stochastic integer programs
Exact primal algorithms for general integer and mixed integer linear programs
Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios
On Stochastic Integer Programming under Probabilistic Constraints
Portfolio optimization with stochastic dominance constraints
Exact mixed-integer programming
Decision making with dominance constraints in two-stage stochastic integer programming
A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
Second-Order Stochastic Dominance Constraints Induced by Mixed-Integer Linear Recourse
Stochastic integer programming
Multistage Stochastic Integer Programs
Multistage stochastic integer programs
Exact primal algorithms for general integer and mixed integer linear programs
Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse