A dynamic stochastic programming model for international portfolio management

Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios. A dynamic stochastic programming model for international portfolio management. European Journal of Operational Research, 185(3):1501-1524, 2008. [doi]

Authors

Nikolas Topaloglou

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Hercules Vladimirou

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Stavros A. Zenios

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