Portfolio monitoring in theory and practice
Richard O. Michaud, David N. Esch and Robert O. Michaud
| Year of publication: |
2012
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|---|---|
| Authors: | Michaud, Richard O. ; Esch, David N. ; Michaud, Robert O. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 10.2012, 4, p. 5-18
|
| Subject: | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtlineare Optimierung | Nonlinear programming | Resampling | Resampling method |
| Extent: | graph. Darst. |
|---|---|
| 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/10009710896