Computation of optimal portfolios using simulation-based dimension reduction (Q2518536)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of optimal portfolios using simulation-based dimension reduction |
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Computation of optimal portfolios using simulation-based dimension reduction (English)
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16 January 2009
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optimal portfolio selection
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asset allocation
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dimension reduction
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quasi-Monte Carlo
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