Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information (Q3523657)
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scientific article; zbMATH DE number 5321480
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| 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)
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5 September 2008
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portfolio optimization
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bank assets
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partial observation
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stochastic maximum principle
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FBSDEs
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0.87173617
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0.87001145
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0.84099746
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0.8408696
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0.8402171
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0.8354153
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0.8351723
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0.83438826
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