Dynamic portfolio optimization under robust second order stochastic dominance model
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F24%3A00060509" target="_blank" >RIV/61384399:31140/24:00060509 - isvavai.cz</a>
Result on the web
<a href="https://mme2024.ujep.cz/wp-content/uploads/2024/08/MME_2024_Conference_Proceedings-V2.pdf" target="_blank" >https://mme2024.ujep.cz/wp-content/uploads/2024/08/MME_2024_Conference_Proceedings-V2.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Dynamic portfolio optimization under robust second order stochastic dominance model
Original language description
Main topics of the document: portfolio optimization; second order stochastic dominance; portfolio value simulation
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 42nd International Conference on Mathematical Methods in Economics (MME 2024)
ISBN
978-80-7561-482-7
ISSN
2788-3965
e-ISSN
2788-3965
Number of pages
6
Pages from-to
"nestrankovano"
Publisher name
The Czech Society for Operations Research
Place of publication
Praha
Event location
Ústí nad Labem
Event date
Sep 11, 2024
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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