Computation of optimal portfolios using simulation-based dimension reduction (Q2518536)
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scientific article; zbMATH DE number 5493025
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Computation of optimal portfolios using simulation-based dimension reduction |
scientific article; zbMATH DE number 5493025 |
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Computation of optimal portfolios using simulation-based dimension reduction (English)
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16 January 2009
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optimal portfolio selection
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asset allocation
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dimension reduction
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quasi-Monte Carlo
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0.7995338439941406
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0.782448947429657
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0.7811164259910583
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0.77883380651474
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