Anticipative portfolio optimization (Q4332212)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Anticipative portfolio optimization |
scientific article; zbMATH DE number 977984
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Anticipative portfolio optimization |
scientific article; zbMATH DE number 977984 |
Statements
Anticipative portfolio optimization (English)
0 references
13 February 1997
0 references
relative entropy
0 references
stochastic control problem
0 references
financial economics
0 references
Brownian motion
0 references
enlargement of filtrations
0 references
optimal portfolio
0 references
0.8915409
0 references
0.85832626
0 references
