Optimum Constrained Portfolio Rules in a Diffusion Market (Q3424319)
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scientific article; zbMATH DE number 5127621
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimum Constrained Portfolio Rules in a Diffusion Market |
scientific article; zbMATH DE number 5127621 |
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Optimum Constrained Portfolio Rules in a Diffusion Market (English)
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15 February 2007
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utility
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stochastic dynamic programming
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Hamilton-Jacobi-Bellman equation
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constraints
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0.8467227220535278
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0.8450596332550049
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0.8270358443260193
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0.8235974907875061
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