A Simulation Approach to Statistical Estimation of Multiperiod Optimal Portfolios.

Hiroshi Shiraishi

Published in: Adv. Decis. Sci. (2012)

Keyphrases

statistical estimation
simulation model
asymptotically optimal
optimal solution
image segmentation
dynamic programming
database
simulation environment
case study
cost function
integer programming
mathematical models
optimal strategy
optimal design
production planning
data sets
real time