Sensitivity of optimal portfolio problems to time-varying parameters : simulation analysis
Zhanar Bimurat, Darkhan U. Abdibekov, Dulat N. Shukayev, Yekaterina R. Kim, Malik D. Shukayev
| Year of publication: |
2019
|
|---|---|
| Authors: | Bimurat, Zhanar ; Abdibekov, Darkhan U. ; Shukayev, Dulat N. ; Kim, Yekaterina R. ; Shukayev, Malik |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 5, p. 395-402
|
| Subject: | Simulation analysis | Investment portfolio | An extension method | Time-varying parameters | Optimization | Simulation | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-019-00132-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117629