Constrained dynamic futures portfolios with stochastic basis (Q2701100)
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scientific article; zbMATH DE number 7680345
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Constrained dynamic futures portfolios with stochastic basis |
scientific article; zbMATH DE number 7680345 |
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Constrained dynamic futures portfolios with stochastic basis (English)
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27 April 2023
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futures portfolio
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futures basis
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portfolio constraints
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utility maximization
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0.874572217464447
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0.8659611940383911
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0.8505451679229736
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0.7948464751243591
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0.7862364649772644
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