A Monte Carlo Method for Optimal Portfolios
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DOI: 10.1111/1540-6261.00529
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- Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2000. "A Monte-Carlo Method for Optimal Portfolios," CIRANO Working Papers 2000s-05, CIRANO.
References listed on IDEAS
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JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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