Dynamic stochastic programming for asset allocation problem

10.1109/IEEM.2007.4419142

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Bibliographic Details
Main Authors:	Song, H., Huang, H.-C.
Other Authors:	INDUSTRIAL & SYSTEMS ENGINEERING
Format:	Conference or Workshop Item
Published:	2014
Subjects:	Asset allocation Dynamic stochastic programming Portfolio management
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/72320
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-72320
record_format	dspace
spelling	sg-nus-scholar.10635-723202023-10-26T20:21:09Z Dynamic stochastic programming for asset allocation problem Song, H. Huang, H.-C. INDUSTRIAL & SYSTEMS ENGINEERING Asset allocation Dynamic stochastic programming Portfolio management 10.1109/IEEM.2007.4419142 IEEM 2007: 2007 IEEE International Conference on Industrial Engineering and Engineering Management 16-20 2014-06-19T04:53:36Z 2014-06-19T04:53:36Z 2007 Conference Paper Song, H., Huang, H.-C. (2007). Dynamic stochastic programming for asset allocation problem. IEEM 2007: 2007 IEEE International Conference on Industrial Engineering and Engineering Management : 16-20. ScholarBank@NUS Repository. https://doi.org/10.1109/IEEM.2007.4419142 1424415292 http://scholarbank.nus.edu.sg/handle/10635/72320 000253974000004 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Asset allocation Dynamic stochastic programming Portfolio management
spellingShingle	Asset allocation Dynamic stochastic programming Portfolio management Song, H. Huang, H.-C. Dynamic stochastic programming for asset allocation problem
description	10.1109/IEEM.2007.4419142
author2	INDUSTRIAL & SYSTEMS ENGINEERING
author_facet	INDUSTRIAL & SYSTEMS ENGINEERING Song, H. Huang, H.-C.
format	Conference or Workshop Item
author	Song, H. Huang, H.-C.
author_sort	Song, H.
title	Dynamic stochastic programming for asset allocation problem
title_short	Dynamic stochastic programming for asset allocation problem
title_full	Dynamic stochastic programming for asset allocation problem
title_fullStr	Dynamic stochastic programming for asset allocation problem
title_full_unstemmed	Dynamic stochastic programming for asset allocation problem
title_sort	dynamic stochastic programming for asset allocation problem
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/72320
_version_	1781783254609690624

Dynamic stochastic programming for asset allocation problem

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