Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493): Difference between revisions
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Latest revision as of 18:26, 30 December 2024
scientific article; zbMATH DE number 7698156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time |
scientific article; zbMATH DE number 7698156 |
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Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (English)
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20 June 2023
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portfolio optimization
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stochastic interest rates
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partial differential equations
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downside risk
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continuous time models
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