A note on portfolio optimization with path-dependent utility (Q1313142): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:45, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on portfolio optimization with path-dependent utility |
scientific article |
Statements
A note on portfolio optimization with path-dependent utility (English)
0 references
26 January 1994
0 references
path-dependent utility
0 references
continuous trading
0 references
goal seeking investment
0 references
portfolio selection
0 references