Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414): Difference between revisions
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Revision as of 08:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints |
scientific article |
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Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (English)
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23 January 2014
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asset management
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asset allocation
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continuous time finance
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portfolio optimization
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stochastic hedging constraints
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tracking error
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