A stochastic programming model for money management (Q1127123)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1189523
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A stochastic programming model for money management |
scientific article; zbMATH DE number 1189523 |
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
0 references
0.8666455149650574
0 references
0.8357845544815063
0 references
0.8166086673736572
0 references
0.8150770664215088
0 references
