MULTI-PERIOD STOCHASTIC PROGRAMMING MODELS USING SIMULATED PATHS FOR STRATEGIC ASSET ALLOCATION
نویسندگان
چکیده
منابع مشابه
Multi-period asset allocation by stochastic dynamic programming
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 2001
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.44.169