Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:45, 10 July 2024
scientific article; zbMATH DE number 7805239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment in a general stochastic factor framework under model uncertainty |
scientific article; zbMATH DE number 7805239 |
Statements
Optimal investment in a general stochastic factor framework under model uncertainty (English)
0 references
15 February 2024
0 references
robust optimization
0 references
portfolio management
0 references
Bellman-Isaacs equation
0 references
stochastic differential games
0 references
stochastic factor model
0 references
