A stochastic programming model for money management (Q1127123): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:18, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A stochastic programming model for money management |
scientific article |
Statements
A stochastic programming model for money management (English)
0 references
5 November 1998
0 references
fixed income
0 references
simulation
0 references
multi-period, dynamic, portfolio optimization
0 references
cashflow uncertainty
0 references