A Monte Carlo simulation technique to determine the optimal portfolio
During the past few years, there have been several studies for portfolio management. One of the primary concerns on any stock market is to detect the risk associated with various assets. One of the recognized methods in order to measure, to forecast, and to manage the existing risk is associated wit...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Growing Science
2014-03-01
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| Col·lecció: | Management Science Letters |
| Matèries: | |
| Accés en línia: | http://www.growingscience.com/msl/Vol4/msl_2014_23.pdf |
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