Title of article :
The performance of stochastic dynamic and fixed mix portfolio models
Author/Authors :
Stein-Erik Fleten، نويسنده , , Kjetil H?yland، نويسنده , , Stein W. Wallace، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
stochastic programming , SIMULATION , Portfolio selection , Asset liability management , Performance measurement , Nonlinear programming
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
