Risk-Constrained Dynamic Active Portfolio Management (Q3114647)

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scientific article
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Risk-Constrained Dynamic Active Portfolio Management
scientific article

    Statements

    title
    Risk-Constrained Dynamic Active Portfolio Management (English)
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    author
    Sid Browne
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    publication date
    19 February 2012
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    zbMATH Keywords
    portfolio theory
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    benchmarking
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    active portfolio management
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    stochastic control
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G80
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    93E20
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    zbMATH DE Number
    6007226
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    OpenAlex ID
    W3125603589
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