MULTI-PERIOD STOCHASTIC PROGRAMMING MODELS USING SIMULATED PATHS FOR STRATEGIC ASSET ALLOCATION (Q4483539)
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scientific article; zbMATH DE number 1918578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTI-PERIOD STOCHASTIC PROGRAMMING MODELS USING SIMULATED PATHS FOR STRATEGIC ASSET ALLOCATION |
scientific article; zbMATH DE number 1918578 |
Statements
MULTI-PERIOD STOCHASTIC PROGRAMMING MODELS USING SIMULATED PATHS FOR STRATEGIC ASSET ALLOCATION (English)
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2001
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dynamic investment
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investment decisions
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Linear programming
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