Continuous-time optimal portfolio under a value-at-risk constraint (Q3501897)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Continuous-time optimal portfolio under a value-at-risk constraint |
scientific article; zbMATH DE number 5284531
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Continuous-time optimal portfolio under a value-at-risk constraint |
scientific article; zbMATH DE number 5284531 |
Statements
3 June 2008
0 references
optimal portfolio
0 references
value-at-risk
0 references
dynamic programming
0 references
continuous-time
0 references
0.9553847908973694
0 references
0.8439204692840576
0 references
0.8410496711730957
0 references
0.8393795490264893
0 references
0.8386203646659851
0 references
