A NONLINEAR CONTROL POLICY USING KERNEL METHOD FOR DYNAMIC ASSET ALLOCATION(<Special Issue>SCOPE (Seminar on Computation and OPtimization for new Extensions)) (Q3144759): Difference between revisions
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Latest revision as of 20:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NONLINEAR CONTROL POLICY USING KERNEL METHOD FOR DYNAMIC ASSET ALLOCATION(<Special Issue>SCOPE (Seminar on Computation and OPtimization for new Extensions)) |
scientific article |
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A NONLINEAR CONTROL POLICY USING KERNEL METHOD FOR DYNAMIC ASSET ALLOCATION(<Special Issue>SCOPE (Seminar on Computation and OPtimization for new Extensions)) (English)
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8 December 2012
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finance
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multi-period portfolio optimization
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control policy
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kernel method
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conditional value-at-risk
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