A stochastic convergence model for portfolio selection

Operations Research

Volumn 50, Issue 3, 2002, Pages 462-476

  Puelz, Amy V ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DECISION MAKING; FINANCE; INVESTMENTS; ITERATIVE METHODS; MATHEMATICAL MODELS; RANDOM PROCESSES; RISK ASSESSMENT; STRATEGIC PLANNING;

INVESTMENT SELECTION; LOWER PARTIAL VARIANCE RISK METRIC; PORTFOLIO SELECTION; STOCHASTIC CONVERGENCE MODEL;

OPTIMIZATION;

EID: 0036563129     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.50.3.462.7738     Document Type: Article

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