PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060)
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scientific article; zbMATH DE number 6776141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION |
scientific article; zbMATH DE number 6776141 |
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PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (English)
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19 September 2017
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portfolio optimization
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full/partial information
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logarithmic, power and exponential utility functions
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stochastic control
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