STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829)
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: STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY |
scientific article; zbMATH DE number 5052908
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY |
scientific article; zbMATH DE number 5052908 |
Statements
STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (English)
0 references
12 September 2006
0 references
portfolio optimization
0 references
dynamic programming equations
0 references
subsolution and supersolutions
0 references
0 references
0.92360663
0 references
0.91857815
0 references
0.91857415
0 references
0.9025171
0 references
0.8999785
0 references
0.8996167
0 references
0 references
