Risk-Constrained Dynamic Active Portfolio Management (Q3114647): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3125603589 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 21:13, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk-Constrained Dynamic Active Portfolio Management |
scientific article |
Statements
Risk-Constrained Dynamic Active Portfolio Management (English)
0 references
19 February 2012
0 references
portfolio theory
0 references
benchmarking
0 references
active portfolio management
0 references
stochastic control
0 references