2024-03-28T18:42:03Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6916441
2018-08-10T14:06:51Z
91
Cong, F.; Oosterlee, C. W.
2016
6916441
English
Elsevier, Amsterdam
https://zbmath.org/06916441
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J. Econ. Dyn. Control 64, 23-38 (2016).
91G10; 91G60
Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
j