Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870)
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scientific article; zbMATH DE number 6681982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics |
scientific article; zbMATH DE number 6681982 |
Statements
Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (English)
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8 February 2017
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non-extensive statistics
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\(q\)-Gaussian distribution
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optimal portfolio
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dynamic programming
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0.8657916188240051
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0.8467235565185547
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0.838161289691925
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0.796830415725708
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