Optimal portfolio strategies benchmarking the stock market (Q857954): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio strategies benchmarking the stock market |
scientific article |
Statements
Optimal portfolio strategies benchmarking the stock market (English)
0 references
5 January 2007
0 references
portfolio optimization
0 references
shortfall risk constraints
0 references
optimal strategy
0 references
martingale method
0 references
stochastic optimal control
0 references
