Multi-Period Stochastic Programming Models Using Simulated Paths for Strategic Asset Allocation
| Year of publication: |
2001
|
|---|---|
| Authors: | Hibiki, Norio |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 44.2001, 2, p. 193
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