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Stochastic programming models for dedicated portfolio selection

by Jeremy F. Shapiro and Peter S. von Loesecke. / Includes bibliographical references (leaves 35-36).

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/5121
Date January 1986
ContributorsShapiro, Jeremy F., 1939-, Von Loesecke, Peter S.
PublisherMassachusetts Institute of Technology, Operations Research Center
Source SetsM.I.T. Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
Format36 leaves, 1716106 bytes, application/pdf
RelationTechnical report (Massachusetts Institute of Technology. Operations Research Center) ; OR 148-86.

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