An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques (Q3519707)

From MaRDI portal
Revision as of 17:49, 11 October 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques
scientific article

    Statements

    An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques (English)
    0 references
    19 August 2008
    0 references

    Identifiers