Minimizing the cost of risk with simulation optimization technique
Yu Lei
| Year of publication: |
2011
|
|---|---|
| Authors: | Lei, Yu |
| Published in: |
Risk management and insurance review. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 1098-1616, ZDB-ID 1426396-8. - Vol. 14.2011, 1, p. 121-144
|
| Subject: | Simulation | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risk management | Risiko | Risk |
| Extent: | Ill. |
|---|---|
| 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/10008987547