The performance of stochastic dynamic and fixed mix portfolio models
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Publication:1600971
DOI10.1016/S0377-2217(01)00195-3zbMath1030.90044OpenAlexW2062049475MaRDI QIDQ1600971
Kjetil Høyland, Stein W. Wallace, Stein-Erik Fleten
Publication date: 16 June 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00195-3
stochastic programmingsimulationnonlinear programmingperformance measurementasset liability managementportfolio selection
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