Stochastic Portfolio Optimization with Round Lot Trading Constraints
Submitted on 10/02/2009 by Lejeune, Miguel
Authors: Primary: Miguel Lejeune; Co-Author(s): No co-authors
Application: finance
Problem Statement: View Problem Statement (PDF)
BibTeX Reference: BibTeX reference of this problem
Forum Discussion: View the forum
Sessions
| Date | Models | Session Description | Results | Submitter |
|---|---|---|---|---|
| 10/02/2009 22:08 | M_SPO_RL | View Description (PDF) | View Results (PDF) | Lejeune, Miguel |
Model list
| Date | Model |
|---|---|
| 03/30/2010 16:06 | M_SPO_RL |