Work

Multi-period stochastic optimization models for dynamic asset allocation

Year: 2005

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2005.04.027

Author: Norio Hibiki

Institution: Keio University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2073819664

FWCI: 2.637

Cites: 16

Cited by: 51

Related to: 10