An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques (Q3519707)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5313485
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques |
scientific article; zbMATH DE number 5313485 |
Statements
An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques (English)
0 references
19 August 2008
0 references
0.93681264
0 references
0.89799607
0 references
0 references
0.86992896
0 references
0.86069494
0 references
0.8547554
0 references
0.84877634
0 references
0.84800565
0 references
0 references
