Portfolio management with minimum guarantees: some modeling and optimization issues
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References listed on IDEAS
- Peter Borm & Herbert Hamers & Ruud Hendrickx, 2001.
"Operations research games: A survey,"
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research,
Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(2), pages 139-199, December.
- Borm, P.E.M. & Hamers, H.J.M. & Hendrickx, R.L.P., 2001. "Operations Research Games : A Survey," Discussion Paper 2001-45, Tilburg University, Center for Economic Research.
- Borm, P.E.M. & Hamers, H.J.M. & Hendrickx, R.L.P., 2001. "Operations research games : A survey," Other publications TiSEM 755a430b-592f-400b-ba18-9, Tilburg University, School of Economics and Management.
More about this item
KeywordsMinimum guarantee; dynamic portfolio management; scenario.;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-12-19 (All new papers)
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