On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging

Autor:	Russell Gerrard, Ioannis Kyriakou, Jens Perch Nielsen, Peter Vodička
Rok vydání:	2023
Předmět:	Information Systems and Management General Computer Science Modeling and Simulation Management Science and Operations Research Industrial and Manufacturing Engineering
Zdroj:	European Journal of Operational Research. 307:948-962
ISSN:	0377-2217
DOI:	10.1016/j.ejor.2022.10.003
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ec47e9cbaa3203d5aa2f92e0f42f04d8 https://doi.org/10.1016/j.ejor.2022.10.003 Zobrazit plný text záznamu Full Text from ScienceDirect