Optimization problem for a portfolio with an illiquid asset: Lie group analysis (Q2627916): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q115345993, #quickstatements; #temporary_batch_1710982311091 |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1512.06295 / rank | |||
Normal rank |
Revision as of 08:20, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimization problem for a portfolio with an illiquid asset: Lie group analysis |
scientific article |
Statements
Optimization problem for a portfolio with an illiquid asset: Lie group analysis (English)
0 references
9 June 2017
0 references
Lie group analysis
0 references
invariant reductions
0 references
portfolio optimization
0 references
illiquidity
0 references