مرکز منطقه ای اطلاع رساني علوم و فناوري - Multi-period stochastic optimization models for dynamic asset allocation

Title of article :

Multi-period stochastic optimization models for dynamic asset allocation

Author/Authors :

Norio Hibiki، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

365

To page :

390

Keywords :

Multi-period model , Asset allocation , Hybrid model , simulation , Portfolio optimization

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193825

Link To Document :