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COR
2008
116views more  COR 2008»
15 years 6 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
ENTCS
2010
68views more  ENTCS 2010»
15 years 6 months ago
A Massively Scalable Architecture For Instant Messaging & Presence
Jorrit Schippers, Anne Remke, Henk Punt, Maarten W...