Simulationmethods for optimal portfolios
Jérôme Detemple; René Garcia; Marcel Rindisbacher
| Year of publication: |
2008
|
|---|---|
| Authors: | Detemple, Jérôme B. ; Garcia, René ; Rindisbacher, Marcel |
| Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 867-923
|
| Subject: | Simulation | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003567829