Dynamic mean–VaR portfolio selection in continuous time (Q4555169): Difference between revisions
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Revision as of 20:15, 29 February 2024
scientific article; zbMATH DE number 6981279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean–VaR portfolio selection in continuous time |
scientific article; zbMATH DE number 6981279 |
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Dynamic mean–VaR portfolio selection in continuous time (English)
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19 November 2018
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continuous time models
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martingales
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portfolio optimization
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risk management
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value at risk
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