Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo methods for mean-risk optimization and portfolio selection |
scientific article |
Statements
Monte Carlo methods for mean-risk optimization and portfolio selection (English)
0 references
21 October 2013
0 references
variance minimization
0 references
sample average approximation
0 references
risk management
0 references
exponential convergence
0 references
