scientific article; zbMATH DE number 2051229

MaRDI QIDQ4453522zbMATH OpenFDO

Authors Filip Pistovčák, Thomas Breuer

Publication date 7 March 2004

zbMATH Keywords

Monte Carloglobal minimumsecurity portfolios

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cited in

(2)

• Improving simulated annealing through derandomization
• Systematic scenario selection: stress testing and the nature of uncertainty

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