Portfolio management by the Monte-Carlo method
Year of publication: |
1999
|
---|---|
Authors: | Adcock, Chris J. ; Sakalauskas, Leonidas |
Published in: |
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group. - Kraków : Progress & Business Publ., ISBN 83-912831-1-9. - 1999, p. 179-187
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Portfolio-Management | Portfolio selection |
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