Predictable forward performance processes: the binomial case (Q5212015)
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scientific article; zbMATH DE number 7157373
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| English | Predictable forward performance processes: the binomial case |
scientific article; zbMATH DE number 7157373 |
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Predictable Forward Performance Processes: The Binomial Case (English)
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24 January 2020
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portfolio selection
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forward performance processes
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binomial model
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inverse investment problem
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functional equation
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predictability
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0.7456433176994324
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0.738650918006897
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0.7374318242073059
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0.7216591238975525
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0.7202280759811401
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