Optimal portfolio choice in a binomial-tree and its convergence (Q5083311)
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scientific article; zbMATH DE number 7546429
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| English | Optimal portfolio choice in a binomial-tree and its convergence |
scientific article; zbMATH DE number 7546429 |
Statements
22 June 2022
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optimal strategy
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lifetime asset allocation
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utility maximization
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binomial tree model
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convergence rate
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0.7993732690811157
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0.7614212036132812
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0.7582967281341553
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0.7538542747497559
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