Portfolio management with benchmark related incentives under mean reverting processes (Q1621923): Difference between revisions
From MaRDI portal
Latest revision as of 08:31, 17 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio management with benchmark related incentives under mean reverting processes |
scientific article |
Statements
Portfolio management with benchmark related incentives under mean reverting processes (English)
0 references
12 November 2018
0 references
investment analysis
0 references
portfolio management
0 references
optimal control
0 references
mean reverting processes
0 references
Fourier transform
0 references
0 references