scientific article; zbMATH DE number 2069342

zbMATH Open1072.91586MaRDI QIDQ4463264FDOQ4463264

Authors: Ronnie Tan 

Publication date: 27 May 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Monte Carlo simulationasset allocationcapital asset pricing modelrisk-based capitalproduct positioning

Mathematics Subject Classification ID

Cited In (3)

• Applying simulation optimization to the asset allocation of a property-casualty insurer
• Implementing adaptive nonlinear models
• Coupling a memetic algorithm to simulation models for promising multi-period asset allocations

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