EconPapers    
Economics at your fingertips  
 

Multi-period stochastic optimization models for dynamic asset allocation

Norio Hibiki

Journal of Banking & Finance, 2006, vol. 30, issue 2, 365-390

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378-4266(05)00069-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:30:y:2006:i:2:p:365-390

Access Statistics for this article

Journal of Banking & Finance is currently edited by Ike Mathur

More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:jbfina:v:30:y:2006:i:2:p:365-390