On dynamic deviation measures and continuous-time portfolio optimization (Q1704138): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q196636 |
||
| Property / author | |||
| Property / author: Martijn R. Pistorius / rank | |||
Revision as of 17:27, 10 February 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
