Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493): Difference between revisions

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Revision as of 09:31, 1 August 2024

scientific article; zbMATH DE number 7698156
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English
Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time
scientific article; zbMATH DE number 7698156

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    Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (English)
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    20 June 2023
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    portfolio optimization
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    stochastic interest rates
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    partial differential equations
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    downside risk
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    continuous time models
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