Open AccessESSAYS ON ASSET ALLOCATION OPTIMIZATION PROBLEMS UNDER UNCERTAINTY
Author(s) -
BETINA DODSWORTH M F FERNANDES
Publication year - 2014
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.37857
Subject(s) - black–litterman model , asset allocation , portfolio optimization , portfolio , econometrics , asset (computer security) , computer science , robust optimization , variance (accounting) , mathematical optimization , sensitivity analysis , replicating portfolio , economics , uncertainty analysis , mathematics , financial economics , computer security , accounting , simulation
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