The performance of stochastic dynamic and fixed mix portfolio models-Reference-Cited by-同舟云学术

The performance of stochastic dynamic and fixed mix portfolio models

Published:2002-07 Issue:1 Volume:140 Page:37-49
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Fleten Stein-Erik,Høyland Kjetil,Wallace Stein W

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference13 articles.

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4. AMPL: A Modeling Language for Mathematical Programming;Fourer,1993

5. Analyzing legal restrictions in the Norwegian life insurance business using a multistage asset liability management model;Høyland;European Journal of Operations Research,2001

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