Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Michael Dziecichowicz"'
Autor:
Michael Dziecichowicz, Aurélie Thiele
Publikováno v:
RAIRO - Operations Research. 53:1-28
We propose an approach to portfolio management over a finite time horizon that (i) does not require the precise knowledge of the underlying probability distributions, instead relying on range forecasts for the stock returns, and (ii) allows the fund
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e506cc35cfd56628024d14fd21b84433
https://doi.org/10.1051/ro/2017066
https://doi.org/10.1051/ro/2017066
Publikováno v:
Annals of Operations Research. 235:203-231
We propose an approach to the timing of markdowns in a continuous-time finite-horizon setting that does not require the precise knowledge of the underlying probabilities, instead relying on range forecasts for the arrival rates of the demand processe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b108a09e9925427e1bdab323bd5efe82
https://doi.org/10.1007/s10479-015-1913-6
https://doi.org/10.1007/s10479-015-1913-6