I accept receiving promo codes and other educational info from this company.
Get My Code
Number of Pages 36
This 36 page paper considers the use of stochastic modelling in the determination of asset allocation. The paper considers multi-stage stochastic programming and stochastic dynamic programming by comparing this to other models that may be used in assessing the contents of investment portfolios. Other models considered include models with their origins in mean variance theory leading to CAPM, efficient market hypothesis and the Warren Buffet method. The bibliography cites 29 sources.
File: TS14_TEstochastic.rtf
Send me this paper »
« Back to Topic Listings