HARA frontiers of optimal portfolios in stochastic markets (Q1926829)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HARA frontiers of optimal portfolios in stochastic markets |
scientific article |
Statements
HARA frontiers of optimal portfolios in stochastic markets (English)
0 references
29 December 2012
0 references
Markov processes
0 references
dynamic programming
0 references
portfolio optimization
0 references
optimal control
0 references
HARA utility functions
0 references
HARA frontiers
0 references
0 references
0 references
0 references
0 references
