Discrete model of stochastic optimization of an investment portfolio (Q3464100)
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scientific article; zbMATH DE number 6533488
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| default for all languages | No label defined |
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| English | Discrete model of stochastic optimization of an investment portfolio |
scientific article; zbMATH DE number 6533488 |
Statements
20 January 2016
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stochastic optimization
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Markov switching
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averaging scheme
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investment portfolio
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0.849066436290741
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0.7786269783973694
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0.7753639817237854
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