A worst-case approach to continuous-time portfolio optimisation (Q3656697)
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scientific article; zbMATH DE number 5657868
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A worst-case approach to continuous-time portfolio optimisation |
scientific article; zbMATH DE number 5657868 |
Statements
13 January 2010
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optimal portfolios
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worst-case approach
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utility indifference
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HJB-equation
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0.8807347416877747
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0.8657499551773071
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0.8614178895950317
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0.8607129454612732
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0.8526044487953186
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