Perturbation Methods for Dynamic Portfolio Allocation Problems

Handbook of Asset and Liability Management - Set

Volumn 1, Issue , 2008, Pages 337-384

  Chacko, George ^a   Neumar, Karl ^b  

^a HARVARD BUSINESS SCHOOL   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84882491458     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-044453248-0.50014-9     Document Type: Chapter

References (27)

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