Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information (Q3523657)
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 5321480
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information |
scientific article; zbMATH DE number 5321480 |
Statements
Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information (English)
0 references
5 September 2008
0 references
portfolio optimization
0 references
bank assets
0 references
partial observation
0 references
stochastic maximum principle
0 references
FBSDEs
0 references
0.87173617
0 references
0.87001145
0 references
0.84099746
0 references
0.8408696
0 references
0.8402171
0 references
0.8354153
0 references
0.8351723
0 references
0 references
0.83438826
0 references
