Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints (Q5039397)
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scientific article; zbMATH DE number 7600448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints |
scientific article; zbMATH DE number 7600448 |
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Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints (English)
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12 October 2022
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multi-stage portfolio optimization
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value at risk constraint
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bankruptcy
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