Pages that link to "Item:Q2518536"
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The following pages link to Computation of optimal portfolios using simulation-based dimension reduction (Q2518536):
Displaying 5 items.
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Monte Carlo computation of optimal portfolios in complete markets (Q951338) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Numerical simulations of a portfolio selection model with information cost (Q2731431) (← links)
- Dimension reduction in discrete time portfolio optimization with partial information (Q2873154) (← links)