Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356): Difference between revisions
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Revision as of 04:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio and background risk: an exact and an approximated solution. |
scientific article |
Statements
Optimal portfolio and background risk: an exact and an approximated solution. (English)
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16 November 2003
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Asset allocation
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Inflation risk
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Feynman-Kač theorem
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Stochastic investment opportunities
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