Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690)
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scientific article; zbMATH DE number 6031400
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| default for all languages | No label defined |
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| English | Comparison of mean variance like strategies for optimal asset allocation problems |
scientific article; zbMATH DE number 6031400 |
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7 May 2012
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mean quadratic variation investment policy
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mean variance asset allocation
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HJB equation
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optimal control
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Comparison of mean variance like strategies for optimal asset allocation problems (English)
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0.8540822267532349
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0.8263470530509949
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0.7931193113327026
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0.7922354936599731
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0.7913210391998291
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