Applying simulation optimization to the asset allocation of a property–casualty insurer
Tzu-Yi Yu; Chenghsien Tsai; Hsiao-Tzu Huang
| Year of publication: |
2010
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|---|---|
| Authors: | Yu, Tzu-yi ; Tsai, Chenghsien ; Huang, Hsiao-tzu |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 207.2010, 1 (16.11.), p. 499-507
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| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003997291