Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335)

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scientific article; zbMATH DE number 6734868
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Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment
scientific article; zbMATH DE number 6734868

    Statements

    Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (English)
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    23 June 2017
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    portfolio allocation
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    stochastic volatility
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    regular perturbation
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    asymptotic optimality
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