Portfolio optimization in a regime-switching market with derivatives (Q297212)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization in a regime-switching market with derivatives |
scientific article |
Statements
Portfolio optimization in a regime-switching market with derivatives (English)
0 references
24 June 2016
0 references
functional operator
0 references
elasticity approach
0 references
portfolio optimization
0 references
regime switching
0 references
dynamic programming principle
0 references
0 references
0 references
0 references
