On Worst-Case Portfolio Optimization (Q3544225)
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scientific article; zbMATH DE number 5378709
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On Worst-Case Portfolio Optimization |
scientific article; zbMATH DE number 5378709 |
Statements
On Worst-Case Portfolio Optimization (English)
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5 December 2008
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Hamilton-Jacobi-Bellman equation
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stochastic differential games
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market crash
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utility optimization
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0.9102200269699096
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0.8825446963310242
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0.8811214566230774
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0.8614178895950317
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