Continuous-time portfolio optimization under terminal wealth constraints (Q4845095): Difference between revisions
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Revision as of 17:39, 5 March 2024
scientific article; zbMATH DE number 792549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time portfolio optimization under terminal wealth constraints |
scientific article; zbMATH DE number 792549 |
Statements
Continuous-time portfolio optimization under terminal wealth constraints (English)
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18 October 1995
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complete markets
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martingale method
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portfolio analysis
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expected utility
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mean-variance approach
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terminal wealth constraints
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