On dynamic deviation measures and continuous-time portfolio optimization (Q1704138): Difference between revisions
From MaRDI portal
Latest revision as of 08:34, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On dynamic deviation measures and continuous-time portfolio optimization |
scientific article |
Statements
On dynamic deviation measures and continuous-time portfolio optimization (English)
0 references
8 March 2018
0 references
deviation measure
0 references
time-consistency
0 references
portfolio optimization
0 references
extended HJB equation
0 references
0 references
0 references
0 references
0 references