A decision support system for strategic asset allocation

Decision Support Systems

Volumn 51, Issue 3, 2011, Pages 549-561

  Beraldi, P ^a   Violi, A ^a,b   De Simone, F ^a,b  

^a UNIVERSITY OF CALABRIA   (Italy)

^b Supercomputing Center for Computational Engineering   (Italy)

Author keywords

Risk management; Stochastic programming; Strategic asset allocation

Indexed keywords

ASSET ALLOCATION; ASSET CLASS; COMPUTATIONAL POWER; HIGH PERFORMANCE COMPUTING; INTEGRATED FRAMEWORKS; LEGAL CONSTRAINT; OPTIMIZATION MODELS; PORTFOLIO OPTIMIZATION; SCIENTIFIC COMMUNITY; SIMULATION TECHNIQUE; STRATEGIC ASSET ALLOCATION; UNCERTAIN MARKETS;

ARTIFICIAL INTELLIGENCE; COMPUTER SIMULATION; COMPUTER SOFTWARE SELECTION AND EVALUATION; DECISION SUPPORT SYSTEMS; FINANCIAL DATA PROCESSING; INVESTMENTS; OPTIMIZATION; RISK ANALYSIS; RISK MANAGEMENT; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS; USER INTERFACES;

DECISION MAKING;

EID: 79955909080     PISSN: 01679236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dss.2011.02.017     Document Type: Article

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