Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118): Difference between revisions
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scientific article; zbMATH DE number 6939320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing survival, growth and goal reaching under borrowing constraints |
scientific article; zbMATH DE number 6939320 |
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Maximizing survival, growth and goal reaching under borrowing constraints (English)
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19 September 2018
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applied mathematical finance
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optimal portfolios
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dynamic programming
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control and optimization
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borrowing constraints
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auxiliary market
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