Stochastic modeling and methods in optimal portfolio construction (Q4589047)
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scientific article; zbMATH DE number 6803241
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| default for all languages | No label defined |
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| English | Stochastic modeling and methods in optimal portfolio construction |
scientific article; zbMATH DE number 6803241 |
Statements
6 November 2017
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expected utility
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forward performance
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stochastic PDE
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robustness
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duality
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HJB equation
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stochastic optimization
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portfolio choice
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0.8269773721694946
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0.8135815262794495
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0.7975224852561951
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0.795705258846283
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