Dynamic portfolio optimization with risk management and strategy constraints. Krommerová, C. & Melichercík, I. Kybernetika, 50(6):1032-1048, 2014.
Link
Paper bibtex @article{journals/kybernetika/KrommerovaM14,
added-at = {2015-11-19T00:00:00.000+0100},
author = {Krommerová, Csilla and Melichercík, Igor},
biburl = {http://www.bibsonomy.org/bibtex/26f4fa4b3405a6eb9b120e4f7389fb457/dblp},
ee = {http://dx.doi.org/10.14736/kyb-2014-6-1032},
interhash = {a66f32d71e89317f144c759644350941},
intrahash = {6f4fa4b3405a6eb9b120e4f7389fb457},
journal = {Kybernetika},
keywords = {dblp},
number = 6,
pages = {1032-1048},
timestamp = {2015-11-20T11:34:24.000+0100},
title = {Dynamic portfolio optimization with risk management and strategy constraints.},
url = {http://dblp.uni-trier.de/db/journals/kybernetika/kybernetika50.html#KrommerovaM14},
volume = 50,
year = 2014
}
Downloads: 0
{"_id":"pEfiutiYv94hRdcsW","bibbaseid":"krommerov-melicherck-dynamicportfoliooptimizationwithriskmanagementandstrategyconstraints-2014","downloads":0,"creationDate":"2016-01-22T05:24:51.997Z","title":"Dynamic portfolio optimization with risk management and strategy constraints.","author_short":["Krommerová, C.","Melichercík, I."],"year":2014,"bibtype":"article","biburl":"http://www.bibsonomy.org/bib/author/Igor Sokolov?items=1000","bibdata":{"bibtype":"article","type":"article","added-at":"2015-11-19T00:00:00.000+0100","author":[{"propositions":[],"lastnames":["Krommerová"],"firstnames":["Csilla"],"suffixes":[]},{"propositions":[],"lastnames":["Melichercík"],"firstnames":["Igor"],"suffixes":[]}],"biburl":"http://www.bibsonomy.org/bibtex/26f4fa4b3405a6eb9b120e4f7389fb457/dblp","ee":"http://dx.doi.org/10.14736/kyb-2014-6-1032","interhash":"a66f32d71e89317f144c759644350941","intrahash":"6f4fa4b3405a6eb9b120e4f7389fb457","journal":"Kybernetika","keywords":"dblp","number":"6","pages":"1032-1048","timestamp":"2015-11-20T11:34:24.000+0100","title":"Dynamic portfolio optimization with risk management and strategy constraints.","url":"http://dblp.uni-trier.de/db/journals/kybernetika/kybernetika50.html#KrommerovaM14","volume":"50","year":"2014","bibtex":"@article{journals/kybernetika/KrommerovaM14,\n added-at = {2015-11-19T00:00:00.000+0100},\n author = {Krommerová, Csilla and Melichercík, Igor},\n biburl = {http://www.bibsonomy.org/bibtex/26f4fa4b3405a6eb9b120e4f7389fb457/dblp},\n ee = {http://dx.doi.org/10.14736/kyb-2014-6-1032},\n interhash = {a66f32d71e89317f144c759644350941},\n intrahash = {6f4fa4b3405a6eb9b120e4f7389fb457},\n journal = {Kybernetika},\n keywords = {dblp},\n number = 6,\n pages = {1032-1048},\n timestamp = {2015-11-20T11:34:24.000+0100},\n title = {Dynamic portfolio optimization with risk management and strategy constraints.},\n url = {http://dblp.uni-trier.de/db/journals/kybernetika/kybernetika50.html#KrommerovaM14},\n volume = 50,\n year = 2014\n}\n\n","author_short":["Krommerová, C.","Melichercík, I."],"key":"journals/kybernetika/KrommerovaM14","id":"journals/kybernetika/KrommerovaM14","bibbaseid":"krommerov-melicherck-dynamicportfoliooptimizationwithriskmanagementandstrategyconstraints-2014","role":"author","urls":{"Link":"http://dx.doi.org/10.14736/kyb-2014-6-1032","Paper":"http://dblp.uni-trier.de/db/journals/kybernetika/kybernetika50.html#KrommerovaM14"},"keyword":["dblp"],"downloads":0},"search_terms":["dynamic","portfolio","optimization","risk","management","strategy","constraints","krommerová","melichercík"],"keywords":["dblp"],"authorIDs":[],"dataSources":["h2zaCTy5Y74MDBFyN"]}