The performance of stochastic dynamic and fixed mix portfolio models (Q1600971)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The performance of stochastic dynamic and fixed mix portfolio models |
scientific article |
Statements
The performance of stochastic dynamic and fixed mix portfolio models (English)
0 references
16 June 2002
0 references
simulation
0 references
stochastic programming
0 references
portfolio selection
0 references
asset liability management
0 references
performance measurement
0 references
nonlinear programming
0 references
0 references
0 references
