Dynamic asset allocation under uncertainty
Masamitsu Ohnishi; Yasuhiro Tamba
| Year of publication: |
2003
|
|---|---|
| Authors: | Ohnishi, Masamitsu ; Tamba, Yasuhiro |
| Published in: |
Ōsaka Daigaku keizaigaku. - Ōsaka : Ōsaka Daigaku, ISSN 0473-4548, ZDB-ID 879425-X. - Vol. 53.2003, 3, p. 234-246
|
| Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001949693