Portfolio Optimization

DOI10.1007/978-3-642-17254-0_25MaRDI QIDQ3112478zbMATH OpenOpenAlexFDO

Authors Marcel Rindisbacher, Jérôme Detemple

Publication date 10 January 2012

Published in Handbook of Computational Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-17254-0_25

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Portfolio theory (91G10) Numerical methods (including Monte Carlo methods) (91G60)

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(16)

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