Models and Simulations for Portfolio Rebalancing
| Year of publication: |
2009
|
|---|---|
| Authors: | Guastaroba, Gianfranco ; Mansini, Renata ; Speranza, M. |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 33.2009, 3, p. 237-262
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Risk management | Conditional value at risk | Portfolio rebalancing | Multi-period portfolio analysis | Mixed integer linear programming |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701766