Stochastic optimization models in finance

By William T. Ziemba, R. Vickson. 2006

51 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/3a498baa171426140fb44689ce52248cdbcaabe5

Citations in the corpus

• Optimal Financial Portfolios (2007, unknown): “See also, Ziemba and Vickson (2006).”
• TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (2010, unknown): “A popular method to solve the portfolio optimization problem under more general nonlinear utility models is by a Taylor series approach (see Ziemba and Vickson [42]).”