Empirical studies on internationally diversified investment using a stock-bond integrated model

DOI10.3934/JIMO.2005.1.433zbMath1127.91341OpenAlexW2318046103MaRDI QIDQ2583317

Shusuke Komuro, Hiroshi Konno

Publication date: 16 January 2006

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2005.1.433

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05)

Related Items (1)

Studies on a general stock-bond integrated portfolio optimization model

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