A benchmark approach to portfolio optimization under partial information (Q2471734)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A benchmark approach to portfolio optimization under partial information |
scientific article; zbMATH DE number 5236595
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A benchmark approach to portfolio optimization under partial information |
scientific article; zbMATH DE number 5236595 |
Statements
A benchmark approach to portfolio optimization under partial information (English)
0 references
18 February 2008
0 references
Portfolio optimization
0 references
Partial information
0 references
Filtering
0 references
Growth optimal portfolio
0 references
Expected utility maximization
0 references
Utility indifference pricing
0 references
Real world pricing formula
0 references
0 references
0 references
0 references
0 references
0.8585085272789001
0 references
0.8551422357559204
0 references
0.8510563373565674
0 references
0.8457457423210144
0 references
