• 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
  • Pages
    13
  • From page
    37
  • To page
    49
  • Keywords
    stochastic programming , SIMULATION , Portfolio selection , Asset liability management , Performance measurement , Nonlinear programming
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2002
  • Journal title
    European Journal of Operational Research
  • Record number

    214123

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=214123