A Monte Carlo method for optimal portfolios
Year of publication: |
2003
|
---|---|
Authors: | Detemple, Jérôme B. ; Garcia, René ; Rindisbacher, Marcel |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 1, p. 401-446
|
Subject: | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | USA | United States |
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