Dynamic portfolio optimization with risk management and strategy constraints

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Bibliographic Details
Main Author:	Krommerová, Csilla (Author)
Other Authors:	Melicherčík, Igor (Author)
Format:	Article
Source document:	Kybernetika , Vol. 50, no. 6 (2014), s. 1032-1048
Language:	English
Genre/form:	články
ISSN:	0023-5954
Subjects:	matematické programování dynamické programování markovské procesy Brownův pohyb teorie her rizikový management
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Status	Sublibrary	Description	Location	LCC Call number	Old Call number
Regular loan	NTK collection	Vol.50:no.5-6(2014)	Closed Stack	Q300 .K932 v.50 no.5-6	P 10711/74