مرکز منطقه ای اطلاع رساني علوم و فناوري - Simulation-based parametric optimization for long-term asset allocation using behavioral utilities

Title of article :

Simulation-based parametric optimization for long-term asset allocation using behavioral utilities

Author/Authors :

Jeff Adachi and Aparna Gupta، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

309

To page :

320

Keywords :

Simulation-Based Optimization , Parametric approximation , Long-term asset allocation

Journal title :

Applied Mathematical Modelling

Serial Year :

2005

Journal title :

Applied Mathematical Modelling

Record number :

296000

Link To Document :