Open AccessOPTIMAL ASSET ALLOCATION MODEL WITH IMPLIED DISTRIBUTIONS FOR MULTIPLE ASSETS
Author(s) -
Takuya Kiriu,
Norio Hibiki
Publication year - 2014
Publication title -
transactions of the operations research society of japan
Language(s) - English
Resource type - Journals
eISSN - 2188-8280
pISSN - 1349-8940
DOI - 10.15807/torsj.57.112
Subject(s) - asset (computer security) , asset allocation , econometrics , economics , mathematics , computer science , financial economics , portfolio , computer security