scientific article; zbMATH DE number 2065133

MaRDI QIDQ4459797zbMATH OpenFDO

Authors John M. Mulvey, Koray D. Simsek

Publication date 18 May 2004

zbMATH Keywords

financial optimizationasset and liability managementmulti-stage investment models

Mathematics Subject Classification ID

Recommendations

• scientific article; zbMATH DE number 1594522
• Analysis of the rebalancing frequency in log-optimal portfolio selection
• Solving portfolio optimization problems with structured products
• scientific article; zbMATH DE number 1304958
• MULTI-PERIOD STOCHASTIC PROGRAMMING MODELS USING SIMULATED PATHS FOR STRATEGIC ASSET ALLOCATION

Cited in

(2)

• A tree-weighting approach to sequential decision problems with multiplicative loss
• Rebalance Your Portfolio Without Selling

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4459797)