Optimal portfolios with asymptotic criteria.

Hiroshi Konno Stanley R. Pliska Ken-Ichi Suzuki

Published in: Ann. Oper. Res. (1993)

Keyphrases

worst case
asymptotically optimal
dynamic programming
databases
multiscale
neural network
knowledge base
optimal solution
closed form expressions
genetic algorithm
website
bayesian networks
exhaustive search
portfolio selection
optimality criterion
asymptotic optimality