Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335)
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scientific article; zbMATH DE number 6734868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment |
scientific article; zbMATH DE number 6734868 |
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Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (English)
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23 June 2017
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portfolio allocation
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stochastic volatility
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regular perturbation
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asymptotic optimality
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