Multi-period portfolio optimization with linear control policies (Q1004108)

From MaRDI portal
Revision as of 21:15, 13 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Multi-period portfolio optimization with linear control policies
scientific article

    Statements

    Multi-period portfolio optimization with linear control policies (English)
    0 references
    0 references
    2 March 2009
    0 references
    risk management
    0 references
    finance
    0 references
    dynamic portfolio allocation
    0 references
    multi-stage decisions
    0 references
    convex optimization
    0 references

    Identifiers