Applying simulation optimization to the asset allocation of a property–casualty insurer
Year of publication: |
2010
|
---|---|
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
|
Subject: | Simulation | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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