A Monte Carlo Method for Optimal Portfolios

Journal of Finance

Volumn 58, Issue 1, 2003, Pages 401-446

  Detemple, Jérôme B ^a   Garcia, René ^b   Rindisbacher, Marcel ^c  

^a BOSTON UNIVERSITY   (United States)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

^c UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142219263     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00529     Document Type: Article

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