Optimization problem for a portfolio with an illiquid asset: Lie group analysis (Q2627916): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2211927556 / rank | |||
Normal rank | |||
Revision as of 01:32, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization problem for a portfolio with an illiquid asset: Lie group analysis |
scientific article |
Statements
Optimization problem for a portfolio with an illiquid asset: Lie group analysis (English)
0 references
9 June 2017
0 references
Lie group analysis
0 references
invariant reductions
0 references
portfolio optimization
0 references
illiquidity
0 references
