A dynamic programming approach to constrained portfolios (Q2355875)
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scientific article; zbMATH DE number 6466392
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A dynamic programming approach to constrained portfolios |
scientific article; zbMATH DE number 6466392 |
Statements
A dynamic programming approach to constrained portfolios (English)
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28 July 2015
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finance
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Markov processes
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consumption-investment problems
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utility maximization
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Bellman equations
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0.8745808601379395
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0.8342771530151367
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0.8279039859771729
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0.818673312664032
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