Portfolio optimization for an investor with a benchmark (Q2343105): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10203-013-0148-8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2081901307 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Dynamic Programming Conditions for Partially Observable Stochastic Systems / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Controlled Markov processes and viscosity solutions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3446100 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4368791 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4211565 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4522707 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4226355 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3763296 / rank | |||
Normal rank | |||
Latest revision as of 00:34, 10 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization for an investor with a benchmark |
scientific article |
Statements
Portfolio optimization for an investor with a benchmark (English)
0 references
4 May 2015
0 references
portfolio optimization
0 references
benchmark
0 references
stochastic control
0 references
exponential utility
0 references
