A decision support system for strategic asset allocation - Beraldi, P.; Violi, A.; De Simone, F. (Decision Support Systems, 2011)
Keywords: Allocations; Applied sciences; Asset allocation; Computation; Computer simulation; Decision support systems; Decision theory. Utility theory; Exact sciences and technology; Markets; Mathematical models; Mathematical programming; Operational research and scientific management; Operational research. Management science; Optimization; Optimization algorithms; Policies; Portfolio theory; Risk management; Risk theory. Actuarial science; Stochastic models; Stochastic programming; Strategic asset allocation; Studies; Risk management; Strategic asset allocation; Stochastic programming; High performance; Decision support system; Financial market; Risk analysis; Modeling; Forecasting; Optimization; Uncertain system; World wide web; Internet; Portfolio management