Finite horizon portfolio selection with a negative wealth constraint (Q2423686)
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scientific article; zbMATH DE number 7069141
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| English | Finite horizon portfolio selection with a negative wealth constraint |
scientific article; zbMATH DE number 7069141 |
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Finite horizon portfolio selection with a negative wealth constraint (English)
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20 June 2019
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portfolio selection
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negative wealth constraints
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free boundary problems
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Mellin transform
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0.9165076
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0.89916855
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0.8970845
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0.8932749
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0.88605356
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0.88359445
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0.87176365
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0.8715381
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