Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints (Q5039397)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints |
scientific article; zbMATH DE number 7600448
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints |
scientific article; zbMATH DE number 7600448 |
Statements
Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints (English)
0 references
12 October 2022
0 references
multi-stage portfolio optimization
0 references
value at risk constraint
0 references
bankruptcy
0 references
0 references
0 references
0.8310797214508057
0 references
0.7726606130599976
0 references
0.7644238471984863
0 references
0.7539300322532654
0 references
0.7500889897346497
0 references
