Stochastic portfolio optimization using efficiency evaluation
Year of publication: |
2015
|
---|---|
Authors: | Rotela, Paulo ; Pamplona, Edson de Oliveira ; Rocha, Luiz Célio Souza ; Valerio, Victor Eduardo de Mello ; Paiva, Anderson Paulo |
Published in: |
Management decision : MD. - Bingley : Emerald Publishing Limited, ISSN 0025-1747, ZDB-ID 411946-0. - Vol. 53.2015, 8, p. 1698-1713
|
Subject: | Financial management | Financial modelling | Assets management | Stock markets | Theorie | Theory | Portfolio-Management | Portfolio selection | Betriebliche Finanzwirtschaft | Managerial finance | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market |
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