PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS (Q5488976)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5056723
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS |
scientific article; zbMATH DE number 5056723 |
Statements
PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS (English)
0 references
25 September 2006
0 references
optimal portfolio selection
0 references
utility maximization
0 references
downside constraint
0 references
Malliavin calculus
0 references
gradient operator
0 references
Clark-Ocone formula
0 references
0 references
0.9513358
0 references
0.9262687
0 references
0.91813624
0 references
0.9119491
0 references
0.90888053
0 references
0.90550804
0 references
