Monte Carlo methods for mean-risk optimization and portfolio selection
type: Item
instance of: scholarly article
title: Monte Carlo methods for mean-risk optimization and portfolio selection
zbMATH Open document ID: 1273.91459
author: Huifu Xu
author: Dali Zhang
published in: Computational Management Science
publication date: 2013-10-21T00:00:00Z
full work available at URL: risk-8-Mar-2010.pdf
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6217578
zbMATH Keywords: variance minimization
zbMATH Keywords: sample average approximation
zbMATH Keywords: risk management
zbMATH Keywords: exponential convergence
describes a project that uses: SUTIL
MaRDI profile type: Publication
OpenAlex ID: W2046129952
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DOI: 10.1007/S10287-010-0123-6
description: scientific article; zbMATH DE number 6217578