Name
Abstract | ||
|---|---|---|
Institutional investors have long recognized that asset allocation is the most crucial decision required to achieve their investment goals. The basic asset allocation problem is to decide which asset classes to include in the investment portfolio and in what proportions. |
Year | DOI | Venue |
|---|---|---|
2003 | 10.1016/S0305-0548(02)00097-7 | Computers & Operations Research |
Keywords | DocType | Volume |
Asset allocation,Financial modeling,Infinitely constrained programming,Non-convex optimization | Journal | 30 |
Issue | ISSN | Citations |
11 | 0305-0548 | 0 |
PageRank | References | Authors |
0.34 | 0 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Ekaterina M. Gratcheva | 1 | 0 | 0.34 |
| James E. Falk | 2 | 297 | 68.47 |