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scientific article; zbMATH DE number 6130031
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 6130031 |
Statements
24 January 2013
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dynamic VaR constraint
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stochastic volatility
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optimal portfolio strategy
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dynamic programming
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utility maximization
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0.92963386
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0.9239948
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0.9127357
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0.9087205
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0.90675217
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0.90226555
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