Optimal portfolio strategies benchmarking the stock market (Q857954)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal portfolio strategies benchmarking the stock market |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio strategies benchmarking the stock market |
scientific article |
Statements
Optimal portfolio strategies benchmarking the stock market (English)
0 references
5 January 2007
0 references
portfolio optimization
0 references
shortfall risk constraints
0 references
optimal strategy
0 references
martingale method
0 references
stochastic optimal control
0 references
0 references
