HARA frontiers of optimal portfolios in stochastic markets (Q1926829): Difference between revisions
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Revision as of 05:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HARA frontiers of optimal portfolios in stochastic markets |
scientific article |
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HARA frontiers of optimal portfolios in stochastic markets (English)
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29 December 2012
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Markov processes
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dynamic programming
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portfolio optimization
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optimal control
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HARA utility functions
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HARA frontiers
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