The performance of stochastic dynamic and fixed mix portfolio models (Q1600971)
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scientific article; zbMATH DE number 1756582
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The performance of stochastic dynamic and fixed mix portfolio models |
scientific article; zbMATH DE number 1756582 |
Statements
The performance of stochastic dynamic and fixed mix portfolio models (English)
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16 June 2002
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simulation
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stochastic programming
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portfolio selection
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asset liability management
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performance measurement
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nonlinear programming
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0.87925285
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0.8786035
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0.8739114
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0.87309873
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0.8712137
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0.87093896
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0.87038946
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0.86968833
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