A note on portfolio optimization with path-dependent utility (Q1313142)
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scientific article; zbMATH DE number 490513
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on portfolio optimization with path-dependent utility |
scientific article; zbMATH DE number 490513 |
Statements
A note on portfolio optimization with path-dependent utility (English)
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26 January 1994
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path-dependent utility
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continuous trading
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goal seeking investment
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portfolio selection
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0.92792666
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0.9013243
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0.88307357
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0.8821249
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0.88099194
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0.8778226
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0.87741184
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0.87553173
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