An infinite time horizon portfolio optimization model with delays (Q338659)
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scientific article; zbMATH DE number 6648251
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An infinite time horizon portfolio optimization model with delays |
scientific article; zbMATH DE number 6648251 |
Statements
An infinite time horizon portfolio optimization model with delays (English)
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7 November 2016
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portfolio optimization
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Hamilton-Jacobi-Bellman equation
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dynamic programming
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stochastic control
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stochastic delay equation
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0.8418461084365845
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0.8323451280593872
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0.803146481513977
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0.8016716837882996
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