Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio optimization under multi-factor model in stochastic markets |
scientific article |
Statements
Dynamic portfolio optimization under multi-factor model in stochastic markets (English)
0 references
10 January 2013
0 references
portfolio optimization
0 references
bankruptcy risk
0 references
multi-factor
0 references
stochastic market
0 references
dynamic programming
0 references
bi-level programming method
0 references
