A hyprid simulation/tree stochastic optimisation model for dynamic asset allocation
Year of publication: |
2003
|
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Authors: | Hibiki, Norio |
Published in: |
Asset and liability management tools. - London : Risk, ISBN 1-904339-06-9. - 2003, p. 269-294
|
Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
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