Anticipative portfolio optimization under constraints and a higher interest rate for borrowing (Q4542189)
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scientific article; zbMATH DE number 1775063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipative portfolio optimization under constraints and a higher interest rate for borrowing |
scientific article; zbMATH DE number 1775063 |
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Anticipative portfolio optimization under constraints and a higher interest rate for borrowing (English)
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17 June 2003
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financial mathematics
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stochastic processes
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optimization
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Iwerting
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portfolio selection
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