Stochastic Mixed-integer Programming for Financial Planning Problems using Network Flow Structure
Portfolio design is one of the central topics in finance. The original attempt dates back to the mean-variance model developed for a single period portfolio selection. To have a more realistic approach, multi-period selections were developed in order to manage uncertainties associated with the finan...
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| Language: | en_ca |
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2014
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| Online Access: | http://hdl.handle.net/1807/44002 |