Optimal portfolios under a value-at-risk constraint (Q953643): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q4220711 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3995886 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Portfolios with Bounded Capital at Risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
Normal rank | |||
Revision as of 18:51, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios under a value-at-risk constraint |
scientific article |
Statements
Optimal portfolios under a value-at-risk constraint (English)
0 references
6 November 2008
0 references
optimal portfolio
0 references
value-at-risk
0 references
dynamic programming
0 references
