{"_id":{"_str":"524b09c5c0bcb22b6d000706"},"__v":0,"authorIDs":[],"author_short":["Geyer, A.","Hanke, M.","Weissensteiner, A."],"bibbaseid":"geyer-hanke-weissensteiner-astochasticprogrammingapproachformultiperiodportfoliooptimization-2009","bibdata":{"html":"<div class=\"bibbase_paper\"> \n\n\n<span class=\"bibbase_paper_titleauthoryear\">\n\t<span class=\"bibbase_paper_title\"><a name=\"Geyer2009\"> </a>A stochastic programming approach for multi-period portfolio optimization.</span>\n\t<span class=\"bibbase_paper_author\">\nGeyer, A.; Hanke, M.; and Weissensteiner, A.</span>\n\t<!-- <span class=\"bibbase_paper_year\">2009</span>. -->\n</span>\n\n\n\n<i>Computational Management Science</i>,\n\n6(2):187--208.\n\nMay 2009.\n\n\n\n\n<br class=\"bibbase_paper_content\"/>\n\n<span class=\"bibbase_paper_content\">\n \n \n <!-- <i -->\n <!-- onclick=\"javascript:log_download('geyer-hanke-weissensteiner-astochasticprogrammingapproachformultiperiodportfoliooptimization-2009', 'http://ideas.repec.org/?pr/comgts/v6y2009i2p187-208.html')\">DEBUG -->\n <!-- </i> -->\n\n <a href=\"http://ideas.repec.org/?pr/comgts/v6y2009i2p187-208.html\"\n onclick=\"javascript:log_download('geyer-hanke-weissensteiner-astochasticprogrammingapproachformultiperiodportfoliooptimization-2009', 'http://ideas.repec.org/?pr/comgts/v6y2009i2p187-208.html')\">\n <img src=\"http://bibbase.org/img/filetypes/html.png\"\n\t alt=\"A stochastic programming approach for multi-period portfolio optimization [.html]\" \n\t class=\"bibbase_icon\"\n\t style=\"width: 24px; height: 24px; border: 0px; vertical-align: text-top\" ><span class=\"bibbase_icon_text\">Paper</span></a> \n \n \n \n <a href=\"javascript:showBib('Geyer2009')\"\n class=\"bibbase link\">\n <!-- <img src=\"http://bibbase.org/img/filetypes/bib.png\" -->\n\t<!-- alt=\"A stochastic programming approach for multi-period portfolio optimization [bib]\" -->\n\t<!-- class=\"bibbase_icon\" -->\n\t<!-- style=\"width: 24px; height: 24px; border: 0px; vertical-align: text-top\"><span class=\"bibbase_icon_text\">Bibtex</span> -->\n BibTeX\n <i class=\"fa fa-caret-down\"></i></a>\n \n \n \n \n\n \n \n \n</span>\n\n<div class=\"well well-small bibbase\" id=\"bib_Geyer2009\"\n style=\"display:none\">\n <pre>@article{ Geyer2009,\n author = {Geyer, Alois and Hanke, Michael and Weissensteiner, Alex},\n journal = {Computational Management Science},\n month = {May},\n number = {2},\n pages = {187--208},\n title = {{A stochastic programming approach for multi-period portfolio optimization}},\n url = {http://ideas.repec.org/?pr/comgts/v6y2009i2p187-208.html},\n volume = {6},\n year = {2009}\n}</pre>\n</div>\n\n\n\n</div>\n","downloads":0,"author":["Geyer, Alois","Hanke, Michael","Weissensteiner, Alex"],"author_short":["Geyer, A.","Hanke, M.","Weissensteiner, A."],"bibtex":"@article{ Geyer2009,\n author = {Geyer, Alois and Hanke, Michael and Weissensteiner, Alex},\n journal = {Computational Management Science},\n month = {May},\n number = {2},\n pages = {187--208},\n title = {{A stochastic programming approach for multi-period portfolio optimization}},\n url = {http://ideas.repec.org/?pr/comgts/v6y2009i2p187-208.html},\n volume = {6},\n year = {2009}\n}","bibtype":"article","id":"Geyer2009","journal":"Computational Management Science","key":"Geyer2009","month":"May","number":"2","pages":"187--208","title":"A stochastic programming approach for multi-period portfolio optimization","type":"article","url":"http://ideas.repec.org/?pr/comgts/v6y2009i2p187-208.html","volume":"6","year":"2009","role":"author","urls":{"Paper":"http://ideas.repec.org/?pr/comgts/v6y2009i2p187-208.html"},"bibbaseid":"geyer-hanke-weissensteiner-astochasticprogrammingapproachformultiperiodportfoliooptimization-2009"},"bibtype":"article","biburl":"http://www.eeci.cam.ac.uk/publications/references.bib","downloads":0,"search_terms":["stochastic","programming","approach","multi","period","portfolio","optimization","geyer","hanke","weissensteiner"],"title":"A stochastic programming approach for multi-period portfolio optimization","year":2009,"dataSources":["HiecPnf5mmbLNkHM8"]}