Multi-stage stochastic linear programs for portfolio optimization.

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Bibliographic Details
Title:	Multi-stage stochastic linear programs for portfolio optimization.
Authors:	Dantzig, George B.¹, Infanger, Gerd¹
Source:	Annals of Operations Research; 1993, Vol. 45 Issue 1-4, p59-76, 18p
Database:	Applied Science & Technology Source

Description
ISSN:	02545330
DOI:	10.1007/BF02282041