Multi-period power utility optimization under stock return predictability

IF 1.3 Q3 SOCIAL SCIENCES, MATHEMATICAL METHODS

Computational Management Science Pub Date : 2023-02-09 DOI:10.1007/s10287-023-00434-6

Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya, W. Schmid

引用次数: 0

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股票收益可预测性下的多期电力效用优化

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Computational Management Science SOCIAL SCIENCES, MATHEMATICAL METHODS-

CiteScore

1.90

自引率

11.10%

发文量

期刊介绍： Computational Management Science (CMS) is an international journal focusing on all computational aspects of management science. These include theoretical and empirical analysis of computational models; computational statistics; analysis and applications of constrained, unconstrained, robust, stochastic and combinatorial optimisation algorithms; dynamic models, such as dynamic programming and decision trees; new search tools and algorithms for global optimisation, modelling, learning and forecasting; models and tools of knowledge acquisition. The emphasis on computational paradigms is an intended feature of CMS, distinguishing it from more classical operations research journals. Officially cited as: Comput Manag Sci