A hyprid simulation/tree stochastic optimisation model for dynamic asset allocation
Norio Hibiki
| Year of publication: |
2003
|
|---|---|
| Authors: | Hibiki, Norio |
| Published in: |
Asset and liability management tools. - London : Risk, ISBN 1-904339-06-9. - 2003, p. 269-294
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Simulation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002169380