Risk minimizing strategies for tracking a stochastic target (Q4927277)
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scientific article; zbMATH DE number 6177264
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk minimizing strategies for tracking a stochastic target |
scientific article; zbMATH DE number 6177264 |
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Risk Minimizing Strategies for Tracking a Stochastic Target (English)
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19 June 2013
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optimal portfolios
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stochastic target
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benchmark tracking
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0.8107810616493225
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0.7770045399665833
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0.7750170230865479
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0.7690766453742981
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