Optimal Asset Allocation under Forward Exponential Performance Criteria (Q3626714)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Asset Allocation under Forward Exponential Performance Criteria |
scientific article |
Statements
Optimal Asset Allocation under Forward Exponential Performance Criteria (English)
0 references
22 May 2009
0 references
asset allocation
0 references
differential performance input
0 references
forward exponential performance
0 references
stochastic optimization
0 references
incomplete markets
0 references
