COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS |
scientific article |
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COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (English)
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7 May 2012
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mean quadratic variation investment policy
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mean variance asset allocation
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HJB equation
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optimal control
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