Optimal investment with minimum performance constraints (Q5958102)
From MaRDI portal
scientific article; zbMATH DE number 1715068
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment with minimum performance constraints |
scientific article; zbMATH DE number 1715068 |
Statements
Optimal investment with minimum performance constraints (English)
0 references
3 March 2002
0 references
portfolio
0 references
HARA-utility investor
0 references