Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951): Difference between revisions
From MaRDI portal
Latest revision as of 02:32, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic portfolio optimization under multi-factor model in stochastic markets |
scientific article |
Statements
Dynamic portfolio optimization under multi-factor model in stochastic markets (English)
0 references
10 January 2013
0 references
portfolio optimization
0 references
bankruptcy risk
0 references
multi-factor
0 references
stochastic market
0 references
dynamic programming
0 references
bi-level programming method
0 references
0 references
0 references
0 references