An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques (Q3519707): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/09720502.2008.10700553 / rank | |||
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| Property / OpenAlex ID: W2330408363 / rank | |||
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| Property / cites work | |||
| Property / cites work: Q4137964 / rank | |||
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| Property / cites work: Introduction to Time Series and Forecasting / rank | |||
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| Property / cites work: Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme / rank | |||
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| Property / cites work: Concepts and methods for discrete and continuous time control under uncertainty / rank | |||
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Latest revision as of 13:57, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques |
scientific article |
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An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques (English)
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19 August 2008
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