Multi-period stochastic optimization models for dynamic asset allocation
Year of publication: |
2006
|
---|---|
Authors: | Hibiki, Norio |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 30.2006, 2, p. 365-390
|
Saved in:
Saved in favorites
Similar items by person
-
Multi-period stochastic optimization models for dynamic asset allocation
Hibiki, Norio, (2006)
-
Hibiki, Norio, (1999)
-
Compact Representations of Multi-Period Stochastic Program Using Simulated Path Model
Hibiki, Norio, (2002)
- More ...