Asymptotic approximation of optimal portfolio for small time horizons (Q4579841)
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scientific article; zbMATH DE number 6915876
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| English | Asymptotic approximation of optimal portfolio for small time horizons |
scientific article; zbMATH DE number 6915876 |
Statements
Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (English)
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10 August 2018
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portfolio optimization
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stochastic control
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probability
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quantitative finance
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0.7938060760498047
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0.78326815366745
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0.7707541584968567
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0.7699389457702637
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0.7665137052536011
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