Dynamic portfolio optimization with risk management and strategy constraints. Krommerová, C. & Melichercík, I. Kybernetika, 50(6):1032-1048, 2014.
Dynamic portfolio optimization with risk management and strategy constraints. [link]Link  Dynamic portfolio optimization with risk management and strategy constraints. [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
}

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