A Stochastic Programming Framework for International PortfolioManagement
Year of publication: |
2006-07-04
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Authors: | Vladimirou, Hercules ; Topaloglou, Nikolas ; Zenios, Stavros A. |
Institutions: | Society for Computational Economics - SCE |
Subject: | international portfolios | stochastic prorgamming | risk management |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2006 Number 404 |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G15 - International Financial Markets ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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