Dynamic portfolio strategies: Quantitative methods and empirical rules for incomplete information

zbMath0997.91023MaRDI QIDQ1596742

Nikolai G. Dokuchaev

Publication date: 3 May 2002

Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)

zbMATH Keywords

utilitiesconstraintsasymptotic arbitrageoptimal investmentdirect observation of parametersgap and goal achievementhistorical pricesmodel-free strategiesportfolio compressionreplication of claimsstochastic financial market model

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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