Optimal portfolios: new variations of an old theme (Q1031945)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios: new variations of an old theme |
scientific article |
Statements
Optimal portfolios: new variations of an old theme (English)
0 references
23 October 2009
0 references
continuous-time portfolio optimization
0 references
derivatives
0 references
worst-case control
0 references
0 references
0 references
0 references
