Robust portfolio selection under exponential preferences (Q3561059)
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scientific article; zbMATH DE number 5710975
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust portfolio selection under exponential preferences |
scientific article; zbMATH DE number 5710975 |
Statements
Robust portfolio selection under exponential preferences (English)
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21 May 2010
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CARA utility
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Hamilton-Jacobi-Bellman-Isaac equation
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differential game
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0.8106284141540527
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0.8051611185073853
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0.8019495010375977
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0.7775387167930603
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0.7758194208145142
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