Robust Asset Allocation with Benchmarked Objectives
Year of publication: |
[2009]
|
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Authors: | Lim, Andrew |
Other Persons: | Shanthikumar, J. George (contributor) ; Watewai, Thaisiri (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 13, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.931989 [DOI] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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