Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm |
scientific article |
Statements
Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (English)
0 references
6 February 2018
0 references
data envelopment analysis
0 references
directional distance function
0 references
FDH estimator
0 references
efficient frontier
0 references
portfolio performance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
