A note on the sensitivity of the strategic asset allocation problem
Year of publication: |
December 2015
|
---|---|
Authors: | Hurley, William J. ; Brimberg, Jack |
Published in: |
Operations research perspectives. - Amsterdam [u.a.] : Elsevier, ISSN 2214-7160, ZDB-ID 2821932-6. - Vol. 2.2015, p. 133-136
|
Subject: | Portfolio optimization | Sensitivity | Matrix condition | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.orp.2015.06.003 [DOI] hdl:10419/178257 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
-
Robustness to dependency in portfolio optimization using overlapping marginals
Doan, Xuan Vinh, (2015)
-
Linear programming and the control of diffusion processes
Ahn, Andrew, (2015)
- More ...
-
A note on the sensitivity of the strategic asset allocation problem
Hurley, William J., (2015)
-
Hurley, William J., (2009)
-
The role of chance in Canada's victory in the 1972 summit series
Brimberg, Jack, (2012)
- More ...