Dynamic portfolio execution and information relaxations (Q2940762)
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scientific article; zbMATH DE number 6388327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic portfolio execution and information relaxations |
scientific article; zbMATH DE number 6388327 |
Statements
Dynamic Portfolio Execution and Information Relaxations (English)
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20 January 2015
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portfolio execution
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suboptimal control
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duality
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information relaxations
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0.7890746593475342
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0.7603306770324707
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0.7548377513885498
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0.7535890936851501
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0.7522304654121399
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