Monte Carlo Stochastic programming applied to Asset Allocation
- Author
- YARMISH, Gavriel1 ; NAGEL, Harry2 ; FIREWORKER, Robert3
[1] Department of CIS Brooklyn College Room 2109 N, Brooklyn, NY 11210, United States
[2] Department of CIS/DS Tobin College of Business St. John's University, Jamaica, NY 11439, United States
[3] Department of CIS/DS Tobin College of Business St. John's University, Jamaica, NY 11439, United States - Conference title
- CSC 2011 : proceedings of the 2011 international conference on scientific computing (Las Vegas NV, July 18-21, 2011)
- Conference name
- Scientific computing. International conference (Las Vegas NV 2011-07-18) = WorldComp'2011 (Las Vegas NV 2011-07-18)
- Author (monograph)
- Arabnia, Hamid R (Editor); Gravvanis, George A (Editor)
- Source
CSC 2011 : proceedings of the 2011 international conference on scientific computing (Las Vegas NV, July 18-21, 2011). 2011, pp 276-279, 4 p ; ref : 3/4 p
- ISBN
- 1-60132-175-9
- Scientific domain
- Computer science
- Publisher
- CSREA Press, [S.l.]
- Publication country
- United States
- Document type
- Conference Paper
- Language
- English
- Keyword (fr)
- Equité Gestion portefeuille Modèle stochastique Modélisation Méthode Monte Carlo Programmation stochastique
- Keyword (en)
- Equity Portfolio management Stochastic model Modeling Monte Carlo method Stochastic programming
- Keyword (es)
- Equidad Gestión cartera Modelo estocástico Modelización Método Monte Carlo Programación estocástica
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A10 Portfolio theory
- Discipline
- Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 26104629
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Install on your browser
"O:13:\"PanistOpenUrl\":36:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000idc\";N;s:6:\"\u0000*\u0000fmt\";s:10:\"proceeding\";s:6:\"\u0000*\u0000doi\";s:0:\"\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:9:\"\u0000*\u0000jtitle\";s:0:\"\";s:9:\"\u0000*\u0000stitle\";s:0:\"\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:0:\"\";s:8:\"\u0000*\u0000issue\";s:0:\"\";s:8:\"\u0000*\u0000spage\";s:3:\"276\";s:8:\"\u0000*\u0000epage\";s:3:\"279\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:0:\"\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:7:\"YARMISH\";s:10:\"\u0000*\u0000aufirst\";s:7:\"Gavriel\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:2:{i:0;s:12:\"NAGEL, Harry\";i:1;s:18:\"FIREWORKER, Robert\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:13:\"1-60132-175-9\";s:8:\"\u0000*\u0000coden\";s:0:\"\";s:8:\"\u0000*\u0000genre\";s:10:\"proceeding\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:116:\"CSC 2011 : proceedings of the 2011 international conference on scientific computing (Las Vegas NV, July 18-21, 2011)\";s:8:\"\u0000*\u0000title\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:8:\"\u0000*\u0000place\";s:6:\"[S.l.]\";s:6:\"\u0000*\u0000pub\";s:11:\"CSREA Press\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"4\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Panist access
"O:12:\"IstexOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:10:\"proceeding\";s:6:\"\u0000*\u0000doi\";s:0:\"\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:9:\"\u0000*\u0000jtitle\";s:0:\"\";s:9:\"\u0000*\u0000stitle\";s:0:\"\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:0:\"\";s:8:\"\u0000*\u0000issue\";s:0:\"\";s:8:\"\u0000*\u0000spage\";s:3:\"276\";s:8:\"\u0000*\u0000epage\";s:3:\"279\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:0:\"\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:7:\"YARMISH\";s:10:\"\u0000*\u0000aufirst\";s:7:\"Gavriel\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:2:{i:0;s:12:\"NAGEL, Harry\";i:1;s:18:\"FIREWORKER, Robert\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:13:\"1-60132-175-9\";s:8:\"\u0000*\u0000coden\";s:0:\"\";s:8:\"\u0000*\u0000genre\";s:10:\"proceeding\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:116:\"CSC 2011 : proceedings of the 2011 international conference on scientific computing (Las Vegas NV, July 18-21, 2011)\";s:8:\"\u0000*\u0000title\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:8:\"\u0000*\u0000place\";s:6:\"[S.l.]\";s:6:\"\u0000*\u0000pub\";s:11:\"CSREA Press\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"4\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Istex access
"O:16:\"EuropePMCOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:10:\"proceeding\";s:6:\"\u0000*\u0000doi\";s:0:\"\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:9:\"\u0000*\u0000jtitle\";s:0:\"\";s:9:\"\u0000*\u0000stitle\";s:0:\"\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:0:\"\";s:8:\"\u0000*\u0000issue\";s:0:\"\";s:8:\"\u0000*\u0000spage\";s:3:\"276\";s:8:\"\u0000*\u0000epage\";s:3:\"279\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:0:\"\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:7:\"YARMISH\";s:10:\"\u0000*\u0000aufirst\";s:7:\"Gavriel\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:2:{i:0;s:12:\"NAGEL, Harry\";i:1;s:18:\"FIREWORKER, Robert\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:13:\"1-60132-175-9\";s:8:\"\u0000*\u0000coden\";s:0:\"\";s:8:\"\u0000*\u0000genre\";s:10:\"proceeding\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:116:\"CSC 2011 : proceedings of the 2011 international conference on scientific computing (Las Vegas NV, July 18-21, 2011)\";s:8:\"\u0000*\u0000title\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:8:\"\u0000*\u0000place\";s:6:\"[S.l.]\";s:6:\"\u0000*\u0000pub\";s:11:\"CSREA Press\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"4\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Europe PubMed Central access
"O:11:\"BaseOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:10:\"proceeding\";s:6:\"\u0000*\u0000doi\";s:0:\"\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:9:\"\u0000*\u0000jtitle\";s:0:\"\";s:9:\"\u0000*\u0000stitle\";s:0:\"\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:0:\"\";s:8:\"\u0000*\u0000issue\";s:0:\"\";s:8:\"\u0000*\u0000spage\";s:3:\"276\";s:8:\"\u0000*\u0000epage\";s:3:\"279\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:0:\"\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:7:\"YARMISH\";s:10:\"\u0000*\u0000aufirst\";s:7:\"Gavriel\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:2:{i:0;s:12:\"NAGEL, Harry\";i:1;s:18:\"FIREWORKER, Robert\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:13:\"1-60132-175-9\";s:8:\"\u0000*\u0000coden\";s:0:\"\";s:8:\"\u0000*\u0000genre\";s:10:\"proceeding\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:116:\"CSC 2011 : proceedings of the 2011 international conference on scientific computing (Las Vegas NV, July 18-21, 2011)\";s:8:\"\u0000*\u0000title\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:8:\"\u0000*\u0000place\";s:6:\"[S.l.]\";s:6:\"\u0000*\u0000pub\";s:11:\"CSREA Press\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"4\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Base Search access
"O:12:\"ArXivOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:10:\"proceeding\";s:6:\"\u0000*\u0000doi\";s:0:\"\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:9:\"\u0000*\u0000jtitle\";s:0:\"\";s:9:\"\u0000*\u0000stitle\";s:0:\"\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:0:\"\";s:8:\"\u0000*\u0000issue\";s:0:\"\";s:8:\"\u0000*\u0000spage\";s:3:\"276\";s:8:\"\u0000*\u0000epage\";s:3:\"279\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:0:\"\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:7:\"YARMISH\";s:10:\"\u0000*\u0000aufirst\";s:7:\"Gavriel\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:2:{i:0;s:12:\"NAGEL, Harry\";i:1;s:18:\"FIREWORKER, Robert\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:13:\"1-60132-175-9\";s:8:\"\u0000*\u0000coden\";s:0:\"\";s:8:\"\u0000*\u0000genre\";s:10:\"proceeding\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:116:\"CSC 2011 : proceedings of the 2011 international conference on scientific computing (Las Vegas NV, July 18-21, 2011)\";s:8:\"\u0000*\u0000title\";s:62:\"Monte Carlo Stochastic programming applied to Asset Allocation\";s:8:\"\u0000*\u0000place\";s:6:\"[S.l.]\";s:6:\"\u0000*\u0000pub\";s:11:\"CSREA Press\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"4\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
arXiv access
