Continuous-time portfolio optimization for absolute return funds (Q2686278)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time portfolio optimization for absolute return funds |
scientific article |
Statements
Continuous-time portfolio optimization for absolute return funds (English)
0 references
24 February 2023
0 references
portfolio optimization
0 references
stochastic optimal control
0 references
Hamilton-Jacobi-Bellman equation
0 references
kernel-based collocation method
0 references
0 references
0 references
0 references
0 references
