Monte Carlo methods for mean-risk optimization and portfolio selection
| Year of publication: |
2012
|
|---|---|
| Authors: | Xu, Huifu ; Zhang, Dali |
| Published in: |
Computational Management Science. - Springer. - Vol. 9.2012, 1, p. 3-29
|
| Publisher: |
Springer |
| Subject: | Variance minimization | Sample average approximation | Risk management | Exponential convergence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539352