Portfolio Optimization and Martingale Measures (Q2707151)

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Portfolio Optimization and Martingale Measures
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    title
    Portfolio Optimization and Martingale Measures (English)
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    author
    Manfred Schäl
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    publication date
    29 March 2001
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    Mathematics Subject Classification ID
    91G10
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    91B30
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    90C39
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    zbMATH DE Number
    1582857
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    zbMATH Keywords
    financial market
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    martingale measure
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    risk aversion
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    dynamic programming
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    OpenAlex ID
    W2039057164
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