Simulation-based parametric optimization for long-term asset allocation using behavioral utilities
Work
Year: 2004
Type: article
Source: Applied Mathematical Modelling
Authors Jeff Adachi, Aparna Gupta
Institutions Engineering Systems (United States), Decision Sciences (United States), Rensselaer Polytechnic Institute
Cites: 24
Cited by: 5
Related to: 10
FWCI: 1.667
Citation percentile (by year/subfield): 69.02
Topic: Economic theories and models
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: bronze