A stochastic approach to asset selection process

MaRDI QIDQ2910587zbMATH OpenFDO

Authors Ken Li, Serhat Yildiz

Publication date 11 September 2012

Published in Far East Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/6654.htm

zbMATH Keywords

asset allocationstochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Financial applications of other theories (91G80)

Recommendations

• scientific article; zbMATH DE number 1221481
• A Stochastic Convergence Model for Portfolio Selection
• Stochastic methods in asset pricing
• A two-asset stochastic model for long-term portfolio selection
• Multi-stage stochastic model in portfolio selection problem
• A theoretical investigation of randomized asset allocation strategies
• Portfolio selection using multistage stochastic programming
• A stochastic volatility model and optimal portfolio selection
• scientific article; zbMATH DE number 2092621
• Portfolio selection with probabilistic utility

Cited in

(1)

• A two-asset stochastic model for long-term portfolio selection

This page was built for publication: A stochastic approach to asset selection process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2910587)