Computation of optimal portfolios using simulation-based dimension reduction
| Year of publication: |
2008
|
|---|---|
| Authors: | Boyle, Phelim ; Imai, Junichi ; Tan, Ken Seng |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 43.2008, 3, p. 327-338
|