An infinite time horizon portfolio optimization model with delays (Q338659): Difference between revisions
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Revision as of 22:29, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An infinite time horizon portfolio optimization model with delays |
scientific article |
Statements
An infinite time horizon portfolio optimization model with delays (English)
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7 November 2016
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portfolio optimization
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Hamilton-Jacobi-Bellman equation
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dynamic programming
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stochastic control
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stochastic delay equation
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