Simulationmethods for optimal portfolios
Year of publication: |
2008
|
---|---|
Authors: | Detemple, Jérôme B. ; Garcia, René ; Rindisbacher, Marcel |
Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 867-923
|
Subject: | Simulation | Portfolio-Management | Portfolio selection |
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