The performance of stochastic dynamic and fixed mix portfolio models.

Stein-Erik Fleten Kjetil Høyland Stein W. Wallace

Published in: Eur. J. Oper. Res. (2002)

Keyphrases

stochastic dynamic
statistical models
probabilistic model
database
statistical model
neural network
real world
database systems
decision makers
computational model
regression model
historical data