Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q287858 |
||
| Property / author | |||
| Property / author: Shan-shan Wang / rank | |||
Revision as of 14:37, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment |
scientific article |
Statements
Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (English)
0 references
18 March 2014
0 references
adjustment coefficient
0 references
exponential utility
0 references
Itō formula
0 references
optimal strategy
0 references
periodic environment
0 references
ruin probability
0 references
