Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (Q5382701)

From MaRDI portal
scientific article; zbMATH DE number 7067528
Language Label Description Also known as
English
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints
scientific article; zbMATH DE number 7067528

    Statements

    Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (English)
    0 references
    0 references
    0 references
    18 June 2019
    0 references
    dynamic trading strategies
    0 references
    passive portfolio management
    0 references
    quasi-variational inequalities
    0 references
    solvency constraints
    0 references
    transaction costs
    0 references
    viscosity solutions
    0 references

    Identifiers