Models and simulations for portfolio rebalancing (Q1038764)
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scientific article; zbMATH DE number 5636326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Models and simulations for portfolio rebalancing |
scientific article; zbMATH DE number 5636326 |
Statements
Models and simulations for portfolio rebalancing (English)
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20 November 2009
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risk management
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conditional value at risk
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portfolio rebalancing
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multi-period portfolio analysis
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mixed integer linear programming
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0.8765868
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0.8653252
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0.85794556
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